CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 1.4275 1.4499 0.0224 1.6% 1.4192
High 1.4315 1.4530 0.0215 1.5% 1.4330
Low 1.4205 1.4465 0.0260 1.8% 1.4185
Close 1.4309 1.4489 0.0180 1.3% 1.4309
Range 0.0110 0.0065 -0.0045 -40.9% 0.0145
ATR 0.0100 0.0109 0.0009 8.6% 0.0000
Volume 198,535 218,074 19,539 9.8% 821,896
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4690 1.4654 1.4525
R3 1.4625 1.4589 1.4507
R2 1.4560 1.4560 1.4501
R1 1.4524 1.4524 1.4495 1.4510
PP 1.4495 1.4495 1.4495 1.4487
S1 1.4459 1.4459 1.4483 1.4445
S2 1.4430 1.4430 1.4477
S3 1.4365 1.4394 1.4471
S4 1.4300 1.4329 1.4453
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4710 1.4654 1.4389
R3 1.4565 1.4509 1.4349
R2 1.4420 1.4420 1.4336
R1 1.4364 1.4364 1.4322 1.4392
PP 1.4275 1.4275 1.4275 1.4289
S1 1.4219 1.4219 1.4296 1.4247
S2 1.4130 1.4130 1.4282
S3 1.3985 1.4074 1.4269
S4 1.3840 1.3929 1.4229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4530 1.4185 0.0345 2.4% 0.0077 0.5% 88% True False 207,994
10 1.4530 1.4185 0.0345 2.4% 0.0077 0.5% 88% True False 200,804
20 1.4530 1.4060 0.0470 3.2% 0.0074 0.5% 91% True False 202,253
40 1.4530 1.3915 0.0615 4.2% 0.0077 0.5% 93% True False 204,817
60 1.4530 1.3750 0.0780 5.4% 0.0083 0.6% 95% True False 206,512
80 1.4530 1.3463 0.1067 7.4% 0.0073 0.5% 96% True False 158,280
100 1.4530 1.2912 0.1618 11.2% 0.0062 0.4% 97% True False 126,678
120 1.4530 1.2912 0.1618 11.2% 0.0054 0.4% 97% True False 105,585
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4806
2.618 1.4700
1.618 1.4635
1.000 1.4595
0.618 1.4570
HIGH 1.4530
0.618 1.4505
0.500 1.4498
0.382 1.4490
LOW 1.4465
0.618 1.4425
1.000 1.4400
1.618 1.4360
2.618 1.4295
4.250 1.4189
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 1.4498 1.4449
PP 1.4495 1.4408
S1 1.4492 1.4368

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

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