CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 1.4586 1.4596 0.0010 0.1% 1.4721
High 1.4586 1.4596 0.0010 0.1% 1.4721
Low 1.4586 1.4596 0.0010 0.1% 1.4585
Close 1.4586 1.4596 0.0010 0.1% 1.4596
Range
ATR 0.0116 0.0108 -0.0008 -6.5% 0.0000
Volume 77 11,817 11,740 15,246.8% 15,750
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4596 1.4596 1.4596
R3 1.4596 1.4596 1.4596
R2 1.4596 1.4596 1.4596
R1 1.4596 1.4596 1.4596 1.4596
PP 1.4596 1.4596 1.4596 1.4596
S1 1.4596 1.4596 1.4596 1.4596
S2 1.4596 1.4596 1.4596
S3 1.4596 1.4596 1.4596
S4 1.4596 1.4596 1.4596
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5042 1.4955 1.4671
R3 1.4906 1.4819 1.4633
R2 1.4770 1.4770 1.4621
R1 1.4683 1.4683 1.4608 1.4659
PP 1.4634 1.4634 1.4634 1.4622
S1 1.4547 1.4547 1.4584 1.4523
S2 1.4498 1.4498 1.4571
S3 1.4362 1.4411 1.4559
S4 1.4226 1.4275 1.4521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4721 1.4585 0.0136 0.9% 0.0020 0.1% 8% False False 3,150
10 1.4721 1.3970 0.0751 5.1% 0.0026 0.2% 83% False False 1,723
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 0.0010
Fibonacci Retracements and Extensions
4.250 1.4596
2.618 1.4596
1.618 1.4596
1.000 1.4596
0.618 1.4596
HIGH 1.4596
0.618 1.4596
0.500 1.4596
0.382 1.4596
LOW 1.4596
0.618 1.4596
1.000 1.4596
1.618 1.4596
2.618 1.4596
4.250 1.4596
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 1.4596 1.4635
PP 1.4596 1.4622
S1 1.4596 1.4609

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.