CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 1.3940 1.3945 0.0005 0.0% 1.3900
High 1.3970 1.3985 0.0015 0.1% 1.4070
Low 1.3900 1.3920 0.0020 0.1% 1.3831
Close 1.3950 1.3974 0.0024 0.2% 1.3950
Range 0.0070 0.0065 -0.0005 -7.1% 0.0239
ATR 0.0132 0.0127 -0.0005 -3.6% 0.0000
Volume 251,701 196,965 -54,736 -21.7% 1,146,043
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4155 1.4129 1.4010
R3 1.4090 1.4064 1.3992
R2 1.4025 1.4025 1.3986
R1 1.3999 1.3999 1.3980 1.4012
PP 1.3960 1.3960 1.3960 1.3966
S1 1.3934 1.3934 1.3968 1.3947
S2 1.3895 1.3895 1.3962
S3 1.3830 1.3869 1.3956
S4 1.3765 1.3804 1.3938
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% 0.0078 0.6% 60% False False 222,992
10 1.4195 1.3831 0.0364 2.6% 0.0076 0.5% 39% False False 214,448
20 1.4195 1.3750 0.0445 3.2% 0.0093 0.7% 50% False False 213,097
40 1.4310 1.3463 0.0847 6.1% 0.0070 0.5% 60% False False 116,648
60 1.4310 1.2912 0.1398 10.0% 0.0053 0.4% 76% False False 77,865
80 1.4310 1.2912 0.1398 10.0% 0.0040 0.3% 76% False False 58,431
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4261
2.618 1.4155
1.618 1.4090
1.000 1.4050
0.618 1.4025
HIGH 1.3985
0.618 1.3960
0.500 1.3953
0.382 1.3945
LOW 1.3920
0.618 1.3880
1.000 1.3855
1.618 1.3815
2.618 1.3750
4.250 1.3644
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 1.3967 1.3985
PP 1.3960 1.3981
S1 1.3953 1.3978

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

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