CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 1.4561 1.4555 -0.0006 0.0% 1.4192
High 1.4590 1.4605 0.0015 0.1% 1.4330
Low 1.4540 1.4520 -0.0020 -0.1% 1.4185
Close 1.4543 1.4583 0.0040 0.3% 1.4309
Range 0.0050 0.0085 0.0035 70.0% 0.0145
ATR 0.0108 0.0107 -0.0002 -1.5% 0.0000
Volume 297,778 199,920 -97,858 -32.9% 821,896
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4824 1.4789 1.4630
R3 1.4739 1.4704 1.4606
R2 1.4654 1.4654 1.4599
R1 1.4619 1.4619 1.4591 1.4637
PP 1.4569 1.4569 1.4569 1.4578
S1 1.4534 1.4534 1.4575 1.4552
S2 1.4484 1.4484 1.4567
S3 1.4399 1.4449 1.4560
S4 1.4314 1.4364 1.4536
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 1.4605 1.4205 0.0400 2.7% 0.0080 0.5% 95% True False 223,703
10 1.4605 1.4185 0.0420 2.9% 0.0081 0.6% 95% True False 214,116
20 1.4605 1.4060 0.0545 3.7% 0.0077 0.5% 96% True False 204,693
40 1.4605 1.4008 0.0597 4.1% 0.0077 0.5% 96% True False 207,908
60 1.4605 1.3820 0.0785 5.4% 0.0082 0.6% 97% True False 209,764
80 1.4605 1.3526 0.1079 7.4% 0.0075 0.5% 98% True False 164,489
100 1.4605 1.2912 0.1693 11.6% 0.0063 0.4% 99% True False 131,652
120 1.4605 1.2912 0.1693 11.6% 0.0053 0.4% 99% True False 109,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4966
2.618 1.4828
1.618 1.4743
1.000 1.4690
0.618 1.4658
HIGH 1.4605
0.618 1.4573
0.500 1.4563
0.382 1.4552
LOW 1.4520
0.618 1.4467
1.000 1.4435
1.618 1.4382
2.618 1.4297
4.250 1.4159
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 1.4576 1.4567
PP 1.4569 1.4551
S1 1.4563 1.4535

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

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