CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 1.4325 1.4331 0.0006 0.0% 1.4076
High 1.4370 1.4335 -0.0035 -0.2% 1.4370
Low 1.4290 1.4288 -0.0002 0.0% 1.4060
Close 1.4336 1.4288 -0.0048 -0.3% 1.4336
Range 0.0080 0.0047 -0.0033 -41.3% 0.0310
ATR 0.0103 0.0099 -0.0004 -3.8% 0.0000
Volume 163,412 223,974 60,562 37.1% 958,314
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4445 1.4413 1.4314
R3 1.4398 1.4366 1.4301
R2 1.4351 1.4351 1.4297
R1 1.4319 1.4319 1.4292 1.4312
PP 1.4304 1.4304 1.4304 1.4300
S1 1.4272 1.4272 1.4284 1.4265
S2 1.4257 1.4257 1.4279
S3 1.4210 1.4225 1.4275
S4 1.4163 1.4178 1.4262
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5185 1.5071 1.4507
R3 1.4875 1.4761 1.4421
R2 1.4565 1.4565 1.4393
R1 1.4451 1.4451 1.4364 1.4508
PP 1.4255 1.4255 1.4255 1.4284
S1 1.4141 1.4141 1.4308 1.4198
S2 1.3945 1.3945 1.4279
S3 1.3635 1.3831 1.4251
S4 1.3325 1.3521 1.4166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4370 1.4085 0.0285 2.0% 0.0076 0.5% 71% False False 203,151
10 1.4370 1.4060 0.0310 2.2% 0.0072 0.5% 74% False False 198,798
20 1.4445 1.4008 0.0437 3.1% 0.0085 0.6% 64% False False 217,636
40 1.4445 1.3831 0.0614 4.3% 0.0077 0.5% 74% False False 208,903
60 1.4445 1.3750 0.0695 4.9% 0.0083 0.6% 77% False False 180,930
80 1.4445 1.3261 0.1184 8.3% 0.0067 0.5% 87% False False 136,014
100 1.4445 1.2912 0.1533 10.7% 0.0055 0.4% 90% False False 108,849
120 1.4445 1.2554 0.1891 13.2% 0.0048 0.3% 92% False False 90,720
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4535
2.618 1.4458
1.618 1.4411
1.000 1.4382
0.618 1.4364
HIGH 1.4335
0.618 1.4317
0.500 1.4312
0.382 1.4306
LOW 1.4288
0.618 1.4259
1.000 1.4241
1.618 1.4212
2.618 1.4165
4.250 1.4088
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 1.4312 1.4293
PP 1.4304 1.4291
S1 1.4296 1.4290

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

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