CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 1.3399 1.3255 -0.0144 -1.1% 1.3171
High 1.3399 1.3255 -0.0144 -1.1% 1.3490
Low 1.3399 1.3255 -0.0144 -1.1% 1.3171
Close 1.3399 1.3255 -0.0144 -1.1% 1.3490
Range
ATR 0.0105 0.0108 0.0003 2.6% 0.0000
Volume 152 49 -103 -67.8% 667
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3255 1.3255 1.3255
R3 1.3255 1.3255 1.3255
R2 1.3255 1.3255 1.3255
R1 1.3255 1.3255 1.3255 1.3255
PP 1.3255 1.3255 1.3255 1.3255
S1 1.3255 1.3255 1.3255 1.3255
S2 1.3255 1.3255 1.3255
S3 1.3255 1.3255 1.3255
S4 1.3255 1.3255 1.3255
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4341 1.4234 1.3665
R3 1.4022 1.3915 1.3578
R2 1.3703 1.3703 1.3548
R1 1.3596 1.3596 1.3519 1.3650
PP 1.3384 1.3384 1.3384 1.3410
S1 1.3277 1.3277 1.3461 1.3331
S2 1.3065 1.3065 1.3432
S3 1.2746 1.2958 1.3402
S4 1.2427 1.2639 1.3315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3490 1.3241 0.0249 1.9% 0.0000 0.0% 6% False False 141
10 1.3573 1.3171 0.0402 3.0% 0.0000 0.0% 21% False False 151
20 1.3664 1.2815 0.0849 6.4% 0.0018 0.1% 52% False False 98
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 1.3255
2.618 1.3255
1.618 1.3255
1.000 1.3255
0.618 1.3255
HIGH 1.3255
0.618 1.3255
0.500 1.3255
0.382 1.3255
LOW 1.3255
0.618 1.3255
1.000 1.3255
1.618 1.3255
2.618 1.3255
4.250 1.3255
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 1.3255 1.3373
PP 1.3255 1.3333
S1 1.3255 1.3294

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

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