CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 1.3122 1.3110 -0.0012 -0.1% 1.3548
High 1.3122 1.3110 -0.0012 -0.1% 1.3665
Low 1.3122 1.3110 -0.0012 -0.1% 1.3366
Close 1.3122 1.3110 -0.0012 -0.1% 1.3366
Range
ATR 0.0138 0.0129 -0.0009 -6.5% 0.0000
Volume 148 324 176 118.9% 846
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3110 1.3110 1.3110
R3 1.3110 1.3110 1.3110
R2 1.3110 1.3110 1.3110
R1 1.3110 1.3110 1.3110 1.3110
PP 1.3110 1.3110 1.3110 1.3110
S1 1.3110 1.3110 1.3110 1.3110
S2 1.3110 1.3110 1.3110
S3 1.3110 1.3110 1.3110
S4 1.3110 1.3110 1.3110
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4363 1.4163 1.3530
R3 1.4064 1.3864 1.3448
R2 1.3765 1.3765 1.3421
R1 1.3565 1.3565 1.3393 1.3516
PP 1.3466 1.3466 1.3466 1.3441
S1 1.3266 1.3266 1.3339 1.3217
S2 1.3167 1.3167 1.3311
S3 1.2868 1.2967 1.3284
S4 1.2569 1.2668 1.3202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3661 1.3110 0.0551 4.2% 0.0021 0.2% 0% False True 195
10 1.3900 1.3110 0.0790 6.0% 0.0031 0.2% 0% False True 144
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 1.3110
2.618 1.3110
1.618 1.3110
1.000 1.3110
0.618 1.3110
HIGH 1.3110
0.618 1.3110
0.500 1.3110
0.382 1.3110
LOW 1.3110
0.618 1.3110
1.000 1.3110
1.618 1.3110
2.618 1.3110
4.250 1.3110
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 1.3110 1.3233
PP 1.3110 1.3192
S1 1.3110 1.3151

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

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