CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 1.3255 1.3231 -0.0024 -0.2% 1.3171
High 1.3255 1.3231 -0.0024 -0.2% 1.3490
Low 1.3255 1.3231 -0.0024 -0.2% 1.3171
Close 1.3255 1.3231 -0.0024 -0.2% 1.3490
Range
ATR 0.0108 0.0102 -0.0006 -5.6% 0.0000
Volume 49 136 87 177.6% 667
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3231 1.3231 1.3231
R3 1.3231 1.3231 1.3231
R2 1.3231 1.3231 1.3231
R1 1.3231 1.3231 1.3231 1.3231
PP 1.3231 1.3231 1.3231 1.3231
S1 1.3231 1.3231 1.3231 1.3231
S2 1.3231 1.3231 1.3231
S3 1.3231 1.3231 1.3231
S4 1.3231 1.3231 1.3231
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 1.3231 0.0259 2.0% 0.0000 0.0% 0% False True 149
10 1.3520 1.3171 0.0349 2.6% 0.0000 0.0% 17% False False 138
20 1.3664 1.2877 0.0787 5.9% 0.0018 0.1% 45% False False 104
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3231
2.618 1.3231
1.618 1.3231
1.000 1.3231
0.618 1.3231
HIGH 1.3231
0.618 1.3231
0.500 1.3231
0.382 1.3231
LOW 1.3231
0.618 1.3231
1.000 1.3231
1.618 1.3231
2.618 1.3231
4.250 1.3231
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 1.3231 1.3315
PP 1.3231 1.3287
S1 1.3231 1.3259

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

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