CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 1.2649 1.2545 -0.0104 -0.8% 1.2706
High 1.2649 1.2545 -0.0104 -0.8% 1.2765
Low 1.2649 1.2545 -0.0104 -0.8% 1.2435
Close 1.2649 1.2545 -0.0104 -0.8% 1.2765
Range
ATR 0.0140 0.0137 -0.0003 -1.8% 0.0000
Volume 502 648 146 29.1% 2,529
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2545 1.2545 1.2545
R3 1.2545 1.2545 1.2545
R2 1.2545 1.2545 1.2545
R1 1.2545 1.2545 1.2545 1.2545
PP 1.2545 1.2545 1.2545 1.2545
S1 1.2545 1.2545 1.2545 1.2545
S2 1.2545 1.2545 1.2545
S3 1.2545 1.2545 1.2545
S4 1.2545 1.2545 1.2545
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3645 1.3535 1.2947
R3 1.3315 1.3205 1.2856
R2 1.2985 1.2985 1.2826
R1 1.2875 1.2875 1.2795 1.2930
PP 1.2655 1.2655 1.2655 1.2683
S1 1.2545 1.2545 1.2735 1.2600
S2 1.2325 1.2325 1.2705
S3 1.1995 1.2215 1.2674
S4 1.1665 1.1885 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2765 1.2435 0.0330 2.6% 0.0062 0.5% 33% False False 644
10 1.2939 1.2435 0.0504 4.0% 0.0043 0.3% 22% False False 538
20 1.2942 1.2435 0.0507 4.0% 0.0026 0.2% 22% False False 527
40 1.4685 1.2435 0.2250 17.9% 0.0032 0.3% 5% False False 1,225
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 1.2545
2.618 1.2545
1.618 1.2545
1.000 1.2545
0.618 1.2545
HIGH 1.2545
0.618 1.2545
0.500 1.2545
0.382 1.2545
LOW 1.2545
0.618 1.2545
1.000 1.2545
1.618 1.2545
2.618 1.2545
4.250 1.2545
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 1.2545 1.2655
PP 1.2545 1.2618
S1 1.2545 1.2582

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.