CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 1.4383 1.4721 0.0338 2.3% 1.4057
High 1.4383 1.4721 0.0338 2.3% 1.4383
Low 1.4383 1.4721 0.0338 2.3% 1.3970
Close 1.4383 1.4721 0.0338 2.3% 1.4383
Range
ATR 0.0000 0.0128 0.0128 0.0000
Volume 461 1,047 586 127.1% 1,488
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4721 1.4721 1.4721
R3 1.4721 1.4721 1.4721
R2 1.4721 1.4721 1.4721
R1 1.4721 1.4721 1.4721 1.4721
PP 1.4721 1.4721 1.4721 1.4721
S1 1.4721 1.4721 1.4721 1.4721
S2 1.4721 1.4721 1.4721
S3 1.4721 1.4721 1.4721
S4 1.4721 1.4721 1.4721
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5484 1.5347 1.4610
R3 1.5071 1.4934 1.4497
R2 1.4658 1.4658 1.4459
R1 1.4521 1.4521 1.4421 1.4590
PP 1.4245 1.4245 1.4245 1.4280
S1 1.4108 1.4108 1.4345 1.4177
S2 1.3832 1.3832 1.4307
S3 1.3419 1.3695 1.4269
S4 1.3006 1.3282 1.4156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4721 1.3970 0.0751 5.1% 0.0031 0.2% 100% True False 498
10 1.4721 1.3811 0.0910 6.2% 0.0016 0.1% 100% True False 262
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 1.4721
2.618 1.4721
1.618 1.4721
1.000 1.4721
0.618 1.4721
HIGH 1.4721
0.618 1.4721
0.500 1.4721
0.382 1.4721
LOW 1.4721
0.618 1.4721
1.000 1.4721
1.618 1.4721
2.618 1.4721
4.250 1.4721
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 1.4721 1.4655
PP 1.4721 1.4590
S1 1.4721 1.4524

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

View Archives - Comment on this page... - Back to Index of Symbols