CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 1.4311 1.4327 0.0016 0.1% 1.3925
High 1.4311 1.4327 0.0016 0.1% 1.4045
Low 1.4311 1.4327 0.0016 0.1% 1.3811
Close 1.4311 1.4327 0.0016 0.1% 1.4076
Range
ATR
Volume 393 491 98 24.9% 116
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4327 1.4327 1.4327
R3 1.4327 1.4327 1.4327
R2 1.4327 1.4327 1.4327
R1 1.4327 1.4327 1.4327 1.4327
PP 1.4327 1.4327 1.4327 1.4327
S1 1.4327 1.4327 1.4327 1.4327
S2 1.4327 1.4327 1.4327
S3 1.4327 1.4327 1.4327
S4 1.4327 1.4327 1.4327
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4679 1.4612 1.4205
R3 1.4445 1.4378 1.4140
R2 1.4211 1.4211 1.4119
R1 1.4144 1.4144 1.4097 1.4178
PP 1.3977 1.3977 1.3977 1.3994
S1 1.3910 1.3910 1.4055 1.3944
S2 1.3743 1.3743 1.4033
S3 1.3509 1.3676 1.4012
S4 1.3275 1.3442 1.3947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4327 1.3970 0.0357 2.5% 0.0031 0.2% 100% True False 212
10 1.4327 1.3811 0.0516 3.6% 0.0016 0.1% 100% True False 117
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.4327
2.618 1.4327
1.618 1.4327
1.000 1.4327
0.618 1.4327
HIGH 1.4327
0.618 1.4327
0.500 1.4327
0.382 1.4327
LOW 1.4327
0.618 1.4327
1.000 1.4327
1.618 1.4327
2.618 1.4327
4.250 1.4327
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 1.4327 1.4268
PP 1.4327 1.4208
S1 1.4327 1.4149

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

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