CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 1.4200 1.4054 -0.0146 -1.0% 1.4217
High 1.4200 1.4120 -0.0080 -0.6% 1.4275
Low 1.4140 1.4008 -0.0132 -0.9% 1.4165
Close 1.4177 1.4008 -0.0169 -1.2% 1.4216
Range 0.0060 0.0112 0.0052 86.7% 0.0110
ATR 0.0102 0.0106 0.0005 4.7% 0.0000
Volume 181,275 257,173 75,898 41.9% 938,581
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4381 1.4307 1.4070
R3 1.4269 1.4195 1.4039
R2 1.4157 1.4157 1.4029
R1 1.4083 1.4083 1.4018 1.4064
PP 1.4045 1.4045 1.4045 1.4036
S1 1.3971 1.3971 1.3998 1.3952
S2 1.3933 1.3933 1.3987
S3 1.3821 1.3859 1.3977
S4 1.3709 1.3747 1.3946
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 1.4260 1.4008 0.0252 1.8% 0.0062 0.4% 0% False True 202,263
10 1.4275 1.4008 0.0267 1.9% 0.0067 0.5% 0% False True 194,106
20 1.4275 1.3831 0.0444 3.2% 0.0070 0.5% 40% False False 204,684
40 1.4275 1.3750 0.0525 3.7% 0.0084 0.6% 49% False False 173,339
60 1.4310 1.3285 0.1025 7.3% 0.0063 0.5% 71% False False 116,110
80 1.4310 1.2912 0.1398 10.0% 0.0049 0.4% 78% False False 87,128
100 1.4310 1.2648 0.1662 11.9% 0.0043 0.3% 82% False False 69,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.4596
2.618 1.4413
1.618 1.4301
1.000 1.4232
0.618 1.4189
HIGH 1.4120
0.618 1.4077
0.500 1.4064
0.382 1.4051
LOW 1.4008
0.618 1.3939
1.000 1.3896
1.618 1.3827
2.618 1.3715
4.250 1.3532
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 1.4064 1.4134
PP 1.4045 1.4092
S1 1.4027 1.4050

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

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