CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 1.4138 1.4217 0.0079 0.6% 1.3945
High 1.4145 1.4245 0.0100 0.7% 1.4160
Low 1.4080 1.4200 0.0120 0.9% 1.3915
Close 1.4140 1.4219 0.0079 0.6% 1.4140
Range 0.0065 0.0045 -0.0020 -30.8% 0.0245
ATR 0.0119 0.0118 -0.0001 -0.9% 0.0000
Volume 177,036 150,003 -27,033 -15.3% 951,152
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4356 1.4333 1.4244
R3 1.4311 1.4288 1.4231
R2 1.4266 1.4266 1.4227
R1 1.4243 1.4243 1.4223 1.4255
PP 1.4221 1.4221 1.4221 1.4227
S1 1.4198 1.4198 1.4215 1.4210
S2 1.4176 1.4176 1.4211
S3 1.4131 1.4153 1.4207
S4 1.4086 1.4108 1.4194
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4807 1.4718 1.4275
R3 1.4562 1.4473 1.4207
R2 1.4317 1.4317 1.4185
R1 1.4228 1.4228 1.4162 1.4273
PP 1.4072 1.4072 1.4072 1.4094
S1 1.3983 1.3983 1.4118 1.4028
S2 1.3827 1.3827 1.4095
S3 1.3582 1.3738 1.4073
S4 1.3337 1.3493 1.4005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4245 1.3915 0.0330 2.3% 0.0057 0.4% 92% True False 180,838
10 1.4245 1.3831 0.0414 2.9% 0.0068 0.5% 94% True False 201,915
20 1.4245 1.3825 0.0420 3.0% 0.0078 0.5% 94% True False 208,863
40 1.4310 1.3750 0.0560 3.9% 0.0075 0.5% 84% False False 139,138
60 1.4310 1.3005 0.1305 9.2% 0.0057 0.4% 93% False False 92,914
80 1.4310 1.2912 0.1398 9.8% 0.0043 0.3% 93% False False 69,726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4436
2.618 1.4363
1.618 1.4318
1.000 1.4290
0.618 1.4273
HIGH 1.4245
0.618 1.4228
0.500 1.4223
0.382 1.4217
LOW 1.4200
0.618 1.4172
1.000 1.4155
1.618 1.4127
2.618 1.4082
4.250 1.4009
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 1.4223 1.4200
PP 1.4221 1.4181
S1 1.4220 1.4163

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

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