CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 1.2930 1.3010 0.0080 0.6% 1.2818
High 1.2930 1.3010 0.0080 0.6% 1.2997
Low 1.2930 1.3010 0.0080 0.6% 1.2784
Close 1.2930 1.3010 0.0080 0.6% 1.2930
Range
ATR 0.0122 0.0119 -0.0003 -2.4% 0.0000
Volume 241 437 196 81.3% 1,171
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3010 1.3010 1.3010
R3 1.3010 1.3010 1.3010
R2 1.3010 1.3010 1.3010
R1 1.3010 1.3010 1.3010 1.3010
PP 1.3010 1.3010 1.3010 1.3010
S1 1.3010 1.3010 1.3010 1.3010
S2 1.3010 1.3010 1.3010
S3 1.3010 1.3010 1.3010
S4 1.3010 1.3010 1.3010
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3543 1.3449 1.3047
R3 1.3330 1.3236 1.2989
R2 1.3117 1.3117 1.2969
R1 1.3023 1.3023 1.2950 1.3070
PP 1.2904 1.2904 1.2904 1.2927
S1 1.2810 1.2810 1.2910 1.2857
S2 1.2691 1.2691 1.2891
S3 1.2478 1.2597 1.2871
S4 1.2265 1.2384 1.2813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3010 1.2784 0.0226 1.7% 0.0000 0.0% 100% True False 274
10 1.3152 1.2776 0.0376 2.9% 0.0000 0.0% 62% False False 232
20 1.3355 1.2776 0.0579 4.5% 0.0014 0.1% 40% False False 285
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 1.3010
2.618 1.3010
1.618 1.3010
1.000 1.3010
0.618 1.3010
HIGH 1.3010
0.618 1.3010
0.500 1.3010
0.382 1.3010
LOW 1.3010
0.618 1.3010
1.000 1.3010
1.618 1.3010
2.618 1.3010
4.250 1.3010
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 1.3010 1.2972
PP 1.3010 1.2935
S1 1.3010 1.2897

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

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