CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 1.3548 1.3467 -0.0081 -0.6% 1.4034
High 1.3548 1.3467 -0.0081 -0.6% 1.4034
Low 1.3548 1.3467 -0.0081 -0.6% 1.3805
Close 1.3548 1.3467 -0.0081 -0.6% 1.3798
Range
ATR 0.0000 0.0118 0.0118 0.0000
Volume 134 235 101 75.4% 121
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3467 1.3467 1.3467
R3 1.3467 1.3467 1.3467
R2 1.3467 1.3467 1.3467
R1 1.3467 1.3467 1.3467 1.3467
PP 1.3467 1.3467 1.3467 1.3467
S1 1.3467 1.3467 1.3467 1.3467
S2 1.3467 1.3467 1.3467
S3 1.3467 1.3467 1.3467
S4 1.3467 1.3467 1.3467
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4566 1.4411 1.3924
R3 1.4337 1.4182 1.3861
R2 1.4108 1.4108 1.3840
R1 1.3953 1.3953 1.3819 1.3916
PP 1.3879 1.3879 1.3879 1.3861
S1 1.3724 1.3724 1.3777 1.3687
S2 1.3650 1.3650 1.3756
S3 1.3421 1.3495 1.3735
S4 1.3192 1.3266 1.3672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4028 1.3467 0.0561 4.2% 0.0019 0.1% 0% False True 94
10 1.4034 1.3467 0.0567 4.2% 0.0018 0.1% 0% False True 77
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.3467
2.618 1.3467
1.618 1.3467
1.000 1.3467
0.618 1.3467
HIGH 1.3467
0.618 1.3467
0.500 1.3467
0.382 1.3467
LOW 1.3467
0.618 1.3467
1.000 1.3467
1.618 1.3467
2.618 1.3467
4.250 1.3467
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 1.3467 1.3684
PP 1.3467 1.3611
S1 1.3467 1.3539

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

View Archives - Comment on this page... - Back to Index of Symbols