CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 1.4609 1.4497 -0.0112 -0.8% 1.4544
High 1.4609 1.4497 -0.0112 -0.8% 1.4609
Low 1.4609 1.4497 -0.0112 -0.8% 1.4497
Close 1.4553 1.4497 -0.0056 -0.4% 1.4497
Range
ATR 0.0079 0.0077 -0.0002 -2.1% 0.0000
Volume 1 2 1 100.0% 35
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4497 1.4497 1.4497
R3 1.4497 1.4497 1.4497
R2 1.4497 1.4497 1.4497
R1 1.4497 1.4497 1.4497 1.4497
PP 1.4497 1.4497 1.4497 1.4497
S1 1.4497 1.4497 1.4497 1.4497
S2 1.4497 1.4497 1.4497
S3 1.4497 1.4497 1.4497
S4 1.4497 1.4497 1.4497
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 1.4870 1.4796 1.4559
R3 1.4758 1.4684 1.4528
R2 1.4646 1.4646 1.4518
R1 1.4572 1.4572 1.4507 1.4553
PP 1.4534 1.4534 1.4534 1.4525
S1 1.4460 1.4460 1.4487 1.4441
S2 1.4422 1.4422 1.4476
S3 1.4310 1.4348 1.4466
S4 1.4198 1.4236 1.4435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4609 1.4497 0.0112 0.8% 0.0000 0.0% 0% False True 7
10 1.4700 1.4497 0.0203 1.4% 0.0010 0.1% 0% False True 42
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 1.4497
2.618 1.4497
1.618 1.4497
1.000 1.4497
0.618 1.4497
HIGH 1.4497
0.618 1.4497
0.500 1.4497
0.382 1.4497
LOW 1.4497
0.618 1.4497
1.000 1.4497
1.618 1.4497
2.618 1.4497
4.250 1.4497
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 1.4497 1.4553
PP 1.4497 1.4534
S1 1.4497 1.4516

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

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