CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 1.4223 1.4175 -0.0048 -0.3% 1.3945
High 1.4275 1.4250 -0.0025 -0.2% 1.4160
Low 1.4165 1.4170 0.0005 0.0% 1.3915
Close 1.4195 1.4228 0.0033 0.2% 1.4140
Range 0.0110 0.0080 -0.0030 -27.3% 0.0245
ATR 0.0118 0.0115 -0.0003 -2.3% 0.0000
Volume 180,361 201,509 21,148 11.7% 951,152
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4456 1.4422 1.4272
R3 1.4376 1.4342 1.4250
R2 1.4296 1.4296 1.4243
R1 1.4262 1.4262 1.4235 1.4279
PP 1.4216 1.4216 1.4216 1.4225
S1 1.4182 1.4182 1.4221 1.4199
S2 1.4136 1.4136 1.4213
S3 1.4056 1.4102 1.4206
S4 1.3976 1.4022 1.4184
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 1.4275 1.4080 0.0195 1.4% 0.0071 0.5% 76% False False 185,948
10 1.4275 1.3900 0.0375 2.6% 0.0071 0.5% 87% False False 196,731
20 1.4275 1.3831 0.0444 3.1% 0.0079 0.6% 89% False False 210,523
40 1.4310 1.3750 0.0560 3.9% 0.0080 0.6% 85% False False 148,596
60 1.4310 1.3140 0.1170 8.2% 0.0058 0.4% 93% False False 99,275
80 1.4310 1.2912 0.1398 9.8% 0.0045 0.3% 94% False False 74,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4590
2.618 1.4459
1.618 1.4379
1.000 1.4330
0.618 1.4299
HIGH 1.4250
0.618 1.4219
0.500 1.4210
0.382 1.4201
LOW 1.4170
0.618 1.4121
1.000 1.4090
1.618 1.4041
2.618 1.3961
4.250 1.3830
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 1.4222 1.4225
PP 1.4216 1.4223
S1 1.4210 1.4220

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

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