CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 1.2939 1.2776 -0.0163 -1.3% 1.3112
High 1.2939 1.2776 -0.0163 -1.3% 1.3152
Low 1.2939 1.2776 -0.0163 -1.3% 1.2776
Close 1.2939 1.2776 -0.0163 -1.3% 1.2776
Range
ATR 0.0120 0.0123 0.0003 2.5% 0.0000
Volume 147 77 -70 -47.6% 975
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2776 1.2776 1.2776
R3 1.2776 1.2776 1.2776
R2 1.2776 1.2776 1.2776
R1 1.2776 1.2776 1.2776 1.2776
PP 1.2776 1.2776 1.2776 1.2776
S1 1.2776 1.2776 1.2776 1.2776
S2 1.2776 1.2776 1.2776
S3 1.2776 1.2776 1.2776
S4 1.2776 1.2776 1.2776
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4029 1.3779 1.2983
R3 1.3653 1.3403 1.2879
R2 1.3277 1.3277 1.2845
R1 1.3027 1.3027 1.2810 1.2964
PP 1.2901 1.2901 1.2901 1.2870
S1 1.2651 1.2651 1.2742 1.2588
S2 1.2525 1.2525 1.2707
S3 1.2149 1.2275 1.2673
S4 1.1773 1.1899 1.2569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3152 1.2776 0.0376 2.9% 0.0000 0.0% 0% False True 195
10 1.3192 1.2776 0.0416 3.3% 0.0001 0.0% 0% False True 260
20 1.3900 1.2776 0.1124 8.8% 0.0024 0.2% 0% False True 248
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 1.2776
2.618 1.2776
1.618 1.2776
1.000 1.2776
0.618 1.2776
HIGH 1.2776
0.618 1.2776
0.500 1.2776
0.382 1.2776
LOW 1.2776
0.618 1.2776
1.000 1.2776
1.618 1.2776
2.618 1.2776
4.250 1.2776
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 1.2776 1.2944
PP 1.2776 1.2888
S1 1.2776 1.2832

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

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