CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 1.3051 1.3006 -0.0045 -0.3% 1.3320
High 1.3074 1.3025 -0.0049 -0.4% 1.3364
Low 1.2896 1.2755 -0.0141 -1.1% 1.2755
Close 1.3008 1.2967 -0.0041 -0.3% 1.2967
Range 0.0178 0.0270 0.0092 51.7% 0.0609
ATR 0.0281 0.0280 -0.0001 -0.3% 0.0000
Volume 195,377 182,576 -12,801 -6.6% 762,857
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3726 1.3616 1.3116
R3 1.3456 1.3346 1.3041
R2 1.3186 1.3186 1.3017
R1 1.3076 1.3076 1.2992 1.2996
PP 1.2916 1.2916 1.2916 1.2876
S1 1.2806 1.2806 1.2942 1.2726
S2 1.2646 1.2646 1.2918
S3 1.2376 1.2536 1.2893
S4 1.2106 1.2266 1.2819
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4856 1.4520 1.3302
R3 1.4247 1.3911 1.3134
R2 1.3638 1.3638 1.3079
R1 1.3302 1.3302 1.3023 1.3166
PP 1.3029 1.3029 1.3029 1.2960
S1 1.2693 1.2693 1.2911 1.2557
S2 1.2420 1.2420 1.2855
S3 1.1811 1.2084 1.2800
S4 1.1202 1.1475 1.2632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3364 1.2755 0.0609 4.7% 0.0291 2.2% 35% False True 198,031
10 1.3722 1.2755 0.0967 7.5% 0.0270 2.1% 22% False True 182,832
20 1.4334 1.2755 0.1579 12.2% 0.0272 2.1% 13% False True 135,838
40 1.4687 1.2542 0.2145 16.5% 0.0271 2.1% 20% False False 105,675
60 1.4687 1.2363 0.2324 17.9% 0.0269 2.1% 26% False False 70,724
80 1.4687 1.2351 0.2336 18.0% 0.0257 2.0% 26% False False 53,269
100 1.4786 1.2351 0.2435 18.8% 0.0244 1.9% 25% False False 42,896
120 1.5297 1.2351 0.2946 22.7% 0.0208 1.6% 21% False False 35,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4173
2.618 1.3732
1.618 1.3462
1.000 1.3295
0.618 1.3192
HIGH 1.3025
0.618 1.2922
0.500 1.2890
0.382 1.2858
LOW 1.2755
0.618 1.2588
1.000 1.2485
1.618 1.2318
2.618 1.2048
4.250 1.1608
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 1.2941 1.2951
PP 1.2916 1.2934
S1 1.2890 1.2918

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

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