CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 1.4211 1.4076 -0.0135 -0.9% 1.4165
High 1.4290 1.4090 -0.0200 -1.4% 1.4310
Low 1.4165 1.4060 -0.0105 -0.7% 1.4120
Close 1.4170 1.4082 -0.0088 -0.6% 1.4170
Range 0.0125 0.0030 -0.0095 -76.0% 0.0190
ATR 0.0106 0.0106 0.0000 0.3% 0.0000
Volume 215,474 166,529 -48,945 -22.7% 1,078,706
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4167 1.4155 1.4099
R3 1.4137 1.4125 1.4090
R2 1.4107 1.4107 1.4088
R1 1.4095 1.4095 1.4085 1.4101
PP 1.4077 1.4077 1.4077 1.4081
S1 1.4065 1.4065 1.4079 1.4071
S2 1.4047 1.4047 1.4077
S3 1.4017 1.4035 1.4074
S4 1.3987 1.4005 1.4066
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4770 1.4660 1.4275
R3 1.4580 1.4470 1.4222
R2 1.4390 1.4390 1.4205
R1 1.4280 1.4280 1.4187 1.4335
PP 1.4200 1.4200 1.4200 1.4228
S1 1.4090 1.4090 1.4153 1.4145
S2 1.4010 1.4010 1.4135
S3 1.3820 1.3900 1.4118
S4 1.3630 1.3710 1.4066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4310 1.4060 0.0250 1.8% 0.0068 0.5% 9% False True 194,445
10 1.4445 1.4060 0.0385 2.7% 0.0079 0.6% 6% False True 209,156
20 1.4445 1.4008 0.0437 3.1% 0.0082 0.6% 17% False False 214,585
40 1.4445 1.3825 0.0620 4.4% 0.0080 0.6% 41% False False 211,724
60 1.4445 1.3750 0.0695 4.9% 0.0077 0.5% 48% False False 164,287
80 1.4445 1.3005 0.1440 10.2% 0.0064 0.5% 75% False False 123,332
100 1.4445 1.2912 0.1533 10.9% 0.0051 0.4% 76% False False 98,698
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.4218
2.618 1.4169
1.618 1.4139
1.000 1.4120
0.618 1.4109
HIGH 1.4090
0.618 1.4079
0.500 1.4075
0.382 1.4071
LOW 1.4060
0.618 1.4041
1.000 1.4030
1.618 1.4011
2.618 1.3981
4.250 1.3933
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 1.4080 1.4185
PP 1.4077 1.4151
S1 1.4075 1.4116

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

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