CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 1.2593 1.2824 0.0231 1.8% 1.3273
High 1.2593 1.2824 0.0231 1.8% 1.3273
Low 1.2593 1.2824 0.0231 1.8% 1.2599
Close 1.2593 1.2824 0.0231 1.8% 1.2599
Range
ATR 0.0132 0.0139 0.0007 5.4% 0.0000
Volume 951 610 -341 -35.9% 3,544
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2824 1.2824 1.2824
R3 1.2824 1.2824 1.2824
R2 1.2824 1.2824 1.2824
R1 1.2824 1.2824 1.2824 1.2824
PP 1.2824 1.2824 1.2824 1.2824
S1 1.2824 1.2824 1.2824 1.2824
S2 1.2824 1.2824 1.2824
S3 1.2824 1.2824 1.2824
S4 1.2824 1.2824 1.2824
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4846 1.4396 1.2970
R3 1.4172 1.3722 1.2784
R2 1.3498 1.3498 1.2723
R1 1.3048 1.3048 1.2661 1.2936
PP 1.2824 1.2824 1.2824 1.2768
S1 1.2374 1.2374 1.2537 1.2262
S2 1.2150 1.2150 1.2475
S3 1.1476 1.1700 1.2414
S4 1.0802 1.1026 1.2228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2824 1.2523 0.0301 2.3% 0.0000 0.0% 100% True False 562
10 1.3410 1.2523 0.0887 6.9% 0.0000 0.0% 34% False False 952
20 1.3870 1.2523 0.1347 10.5% 0.0026 0.2% 22% False False 867
40 1.4721 1.2523 0.2198 17.1% 0.0023 0.2% 14% False False 1,168
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2824
2.618 1.2824
1.618 1.2824
1.000 1.2824
0.618 1.2824
HIGH 1.2824
0.618 1.2824
0.500 1.2824
0.382 1.2824
LOW 1.2824
0.618 1.2824
1.000 1.2824
1.618 1.2824
2.618 1.2824
4.250 1.2824
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 1.2824 1.2774
PP 1.2824 1.2724
S1 1.2824 1.2674

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.