CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 1.4250 1.4200 -0.0050 -0.4% 1.4217
High 1.4250 1.4235 -0.0015 -0.1% 1.4275
Low 1.4204 1.4191 -0.0013 -0.1% 1.4165
Close 1.4204 1.4216 0.0012 0.1% 1.4216
Range 0.0046 0.0044 -0.0002 -4.3% 0.0110
ATR 0.0110 0.0105 -0.0005 -4.3% 0.0000
Volume 169,965 236,743 66,778 39.3% 938,581
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4346 1.4325 1.4240
R3 1.4302 1.4281 1.4228
R2 1.4258 1.4258 1.4224
R1 1.4237 1.4237 1.4220 1.4248
PP 1.4214 1.4214 1.4214 1.4219
S1 1.4193 1.4193 1.4212 1.4204
S2 1.4170 1.4170 1.4208
S3 1.4126 1.4149 1.4204
S4 1.4082 1.4105 1.4192
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4549 1.4492 1.4277
R3 1.4439 1.4382 1.4246
R2 1.4329 1.4329 1.4236
R1 1.4272 1.4272 1.4226 1.4246
PP 1.4219 1.4219 1.4219 1.4205
S1 1.4162 1.4162 1.4206 1.4136
S2 1.4109 1.4109 1.4196
S3 1.3999 1.4052 1.4186
S4 1.3889 1.3942 1.4156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4275 1.4165 0.0110 0.8% 0.0065 0.5% 46% False False 187,716
10 1.4275 1.3915 0.0360 2.5% 0.0063 0.4% 84% False False 188,973
20 1.4275 1.3831 0.0444 3.1% 0.0070 0.5% 87% False False 203,692
40 1.4310 1.3750 0.0560 3.9% 0.0081 0.6% 83% False False 158,589
60 1.4310 1.3257 0.1053 7.4% 0.0060 0.4% 91% False False 106,046
80 1.4310 1.2912 0.1398 9.8% 0.0047 0.3% 93% False False 79,576
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 True
3BNR True
4BNR True
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.0013
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.4422
2.618 1.4350
1.618 1.4306
1.000 1.4279
0.618 1.4262
HIGH 1.4235
0.618 1.4218
0.500 1.4213
0.382 1.4208
LOW 1.4191
0.618 1.4164
1.000 1.4147
1.618 1.4120
2.618 1.4076
4.250 1.4004
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 1.4215 1.4214
PP 1.4214 1.4212
S1 1.4213 1.4210

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

View Archives - Comment on this page... - Back to Index of Symbols