CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 1.2918 1.2996 0.0078 0.6% 1.3292
High 1.2918 1.2996 0.0078 0.6% 1.3355
Low 1.2918 1.2996 0.0078 0.6% 1.3025
Close 1.2918 1.2996 0.0078 0.6% 1.3192
Range
ATR 0.0138 0.0133 -0.0004 -3.1% 0.0000
Volume 310 802 492 158.7% 1,820
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2996 1.2996 1.2996
R3 1.2996 1.2996 1.2996
R2 1.2996 1.2996 1.2996
R1 1.2996 1.2996 1.2996 1.2996
PP 1.2996 1.2996 1.2996 1.2996
S1 1.2996 1.2996 1.2996 1.2996
S2 1.2996 1.2996 1.2996
S3 1.2996 1.2996 1.2996
S4 1.2996 1.2996 1.2996
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4181 1.4016 1.3374
R3 1.3851 1.3686 1.3283
R2 1.3521 1.3521 1.3253
R1 1.3356 1.3356 1.3222 1.3274
PP 1.3191 1.3191 1.3191 1.3149
S1 1.3026 1.3026 1.3162 1.2944
S2 1.2861 1.2861 1.3132
S3 1.2531 1.2696 1.3101
S4 1.2201 1.2366 1.3011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3192 1.2845 0.0347 2.7% 0.0033 0.3% 44% False False 494
10 1.3661 1.2845 0.0816 6.3% 0.0027 0.2% 19% False False 344
20 1.4034 1.2845 0.1189 9.1% 0.0024 0.2% 13% False False 201
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.2996
2.618 1.2996
1.618 1.2996
1.000 1.2996
0.618 1.2996
HIGH 1.2996
0.618 1.2996
0.500 1.2996
0.382 1.2996
LOW 1.2996
0.618 1.2996
1.000 1.2996
1.618 1.2996
2.618 1.2996
4.250 1.2996
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 1.2996 1.2971
PP 1.2996 1.2946
S1 1.2996 1.2921

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.