CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 1.3985 1.3940 -0.0045 -0.3% 1.3900
High 1.4070 1.3970 -0.0100 -0.7% 1.4070
Low 1.3970 1.3900 -0.0070 -0.5% 1.3831
Close 1.4035 1.3950 -0.0085 -0.6% 1.3950
Range 0.0100 0.0070 -0.0030 -30.0% 0.0239
ATR 0.0132 0.0132 0.0000 0.2% 0.0000
Volume 232,587 251,701 19,114 8.2% 1,146,043
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4150 1.4120 1.3989
R3 1.4080 1.4050 1.3969
R2 1.4010 1.4010 1.3963
R1 1.3980 1.3980 1.3956 1.3995
PP 1.3940 1.3940 1.3940 1.3948
S1 1.3910 1.3910 1.3944 1.3925
S2 1.3870 1.3870 1.3937
S3 1.3800 1.3840 1.3931
S4 1.3730 1.3770 1.3912
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4667 1.4548 1.4081
R3 1.4428 1.4309 1.4016
R2 1.4189 1.4189 1.3994
R1 1.4070 1.4070 1.3972 1.4130
PP 1.3950 1.3950 1.3950 1.3980
S1 1.3831 1.3831 1.3928 1.3891
S2 1.3711 1.3711 1.3906
S3 1.3472 1.3592 1.3884
S4 1.3233 1.3353 1.3819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4070 1.3831 0.0239 1.7% 0.0077 0.6% 50% False False 229,208
10 1.4195 1.3831 0.0364 2.6% 0.0076 0.5% 33% False False 218,411
20 1.4195 1.3750 0.0445 3.2% 0.0094 0.7% 45% False False 209,904
40 1.4310 1.3463 0.0847 6.1% 0.0069 0.5% 57% False False 111,742
60 1.4310 1.2912 0.1398 10.0% 0.0052 0.4% 74% False False 74,585
80 1.4310 1.2912 0.1398 10.0% 0.0043 0.3% 74% False False 55,969
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4268
2.618 1.4153
1.618 1.4083
1.000 1.4040
0.618 1.4013
HIGH 1.3970
0.618 1.3943
0.500 1.3935
0.382 1.3927
LOW 1.3900
0.618 1.3857
1.000 1.3830
1.618 1.3787
2.618 1.3717
4.250 1.3603
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 1.3945 1.3951
PP 1.3940 1.3950
S1 1.3935 1.3950

These figures are updated between 7pm and 10pm EST after a trading day.

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