CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 1.4028 1.4105 0.0077 0.5% 1.4230
High 1.4080 1.4275 0.0195 1.4% 1.4275
Low 1.4020 1.4105 0.0085 0.6% 1.4008
Close 1.4077 1.4254 0.0177 1.3% 1.4254
Range 0.0060 0.0170 0.0110 183.3% 0.0267
ATR 0.0104 0.0111 0.0007 6.5% 0.0000
Volume 298,175 224,051 -74,124 -24.9% 1,126,836
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4721 1.4658 1.4348
R3 1.4551 1.4488 1.4301
R2 1.4381 1.4381 1.4285
R1 1.4318 1.4318 1.4270 1.4350
PP 1.4211 1.4211 1.4211 1.4227
S1 1.4148 1.4148 1.4238 1.4180
S2 1.4041 1.4041 1.4223
S3 1.3871 1.3978 1.4207
S4 1.3701 1.3808 1.4161
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.4980 1.4884 1.4401
R3 1.4713 1.4617 1.4327
R2 1.4446 1.4446 1.4303
R1 1.4350 1.4350 1.4278 1.4398
PP 1.4179 1.4179 1.4179 1.4203
S1 1.4083 1.4083 1.4230 1.4131
S2 1.3912 1.3912 1.4205
S3 1.3645 1.3816 1.4181
S4 1.3378 1.3549 1.4107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4275 1.4008 0.0267 1.9% 0.0090 0.6% 92% True False 225,367
10 1.4275 1.4008 0.0267 1.9% 0.0078 0.5% 92% True False 206,541
20 1.4275 1.3831 0.0444 3.1% 0.0073 0.5% 95% True False 208,130
40 1.4275 1.3750 0.0525 3.7% 0.0087 0.6% 96% True False 185,811
60 1.4310 1.3366 0.0944 6.6% 0.0066 0.5% 94% False False 124,809
80 1.4310 1.2912 0.1398 9.8% 0.0052 0.4% 96% False False 93,653
100 1.4310 1.2815 0.1495 10.5% 0.0045 0.3% 96% False False 74,942
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 0.0016
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.4998
2.618 1.4720
1.618 1.4550
1.000 1.4445
0.618 1.4380
HIGH 1.4275
0.618 1.4210
0.500 1.4190
0.382 1.4170
LOW 1.4105
0.618 1.4000
1.000 1.3935
1.618 1.3830
2.618 1.3660
4.250 1.3383
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 1.4233 1.4217
PP 1.4211 1.4179
S1 1.4190 1.4142

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

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