CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 1.4165 1.4166 0.0001 0.0% 1.4320
High 1.4165 1.4166 0.0001 0.0% 1.4445
Low 1.4120 1.4125 0.0005 0.0% 1.4166
Close 1.4132 1.4148 0.0016 0.1% 1.4172
Range 0.0045 0.0041 -0.0004 -8.9% 0.0279
ATR 0.0111 0.0106 -0.0005 -4.5% 0.0000
Volume 273,006 175,885 -97,121 -35.6% 1,131,052
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4269 1.4250 1.4171
R3 1.4228 1.4209 1.4159
R2 1.4187 1.4187 1.4156
R1 1.4168 1.4168 1.4152 1.4157
PP 1.4146 1.4146 1.4146 1.4141
S1 1.4127 1.4127 1.4144 1.4116
S2 1.4105 1.4105 1.4140
S3 1.4064 1.4086 1.4137
S4 1.4023 1.4045 1.4125
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5098 1.4914 1.4325
R3 1.4819 1.4635 1.4249
R2 1.4540 1.4540 1.4223
R1 1.4356 1.4356 1.4198 1.4309
PP 1.4261 1.4261 1.4261 1.4237
S1 1.4077 1.4077 1.4146 1.4030
S2 1.3982 1.3982 1.4121
S3 1.3703 1.3798 1.4095
S4 1.3424 1.3519 1.4019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4445 1.4120 0.0325 2.3% 0.0090 0.6% 9% False False 205,175
10 1.4445 1.4008 0.0437 3.1% 0.0095 0.7% 32% False False 235,934
20 1.4445 1.4008 0.0437 3.1% 0.0078 0.6% 32% False False 211,123
40 1.4445 1.3820 0.0625 4.4% 0.0084 0.6% 52% False False 212,299
60 1.4445 1.3526 0.0919 6.5% 0.0074 0.5% 68% False False 151,087
80 1.4445 1.2912 0.1533 10.8% 0.0060 0.4% 81% False False 113,392
100 1.4445 1.2912 0.1533 10.8% 0.0049 0.3% 81% False False 90,739
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4340
2.618 1.4273
1.618 1.4232
1.000 1.4207
0.618 1.4191
HIGH 1.4166
0.618 1.4150
0.500 1.4146
0.382 1.4141
LOW 1.4125
0.618 1.4100
1.000 1.4084
1.618 1.4059
2.618 1.4018
4.250 1.3951
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 1.4147 1.4260
PP 1.4146 1.4223
S1 1.4146 1.4185

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

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