CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 1.3182 1.3163 -0.0019 -0.1% 1.3399
High 1.3182 1.3163 -0.0019 -0.1% 1.3399
Low 1.3182 1.3163 -0.0019 -0.1% 1.3143
Close 1.3182 1.3163 -0.0019 -0.1% 1.3143
Range
ATR 0.0106 0.0100 -0.0006 -5.9% 0.0000
Volume 81 164 83 102.5% 473
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3163 1.3163 1.3163
R3 1.3163 1.3163 1.3163
R2 1.3163 1.3163 1.3163
R1 1.3163 1.3163 1.3163 1.3163
PP 1.3163 1.3163 1.3163 1.3163
S1 1.3163 1.3163 1.3163 1.3163
S2 1.3163 1.3163 1.3163
S3 1.3163 1.3163 1.3163
S4 1.3163 1.3163 1.3163
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3996 1.3826 1.3284
R3 1.3740 1.3570 1.3213
R2 1.3484 1.3484 1.3190
R1 1.3314 1.3314 1.3166 1.3271
PP 1.3228 1.3228 1.3228 1.3207
S1 1.3058 1.3058 1.3120 1.3015
S2 1.2972 1.2972 1.3096
S3 1.2716 1.2802 1.3073
S4 1.2460 1.2546 1.3002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3355 1.3143 0.0212 1.6% 0.0000 0.0% 9% False False 120
10 1.3490 1.3143 0.0347 2.6% 0.0000 0.0% 6% False False 135
20 1.3664 1.3143 0.0521 4.0% 0.0004 0.0% 4% False False 129
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 1.3163
2.618 1.3163
1.618 1.3163
1.000 1.3163
0.618 1.3163
HIGH 1.3163
0.618 1.3163
0.500 1.3163
0.382 1.3163
LOW 1.3163
0.618 1.3163
1.000 1.3163
1.618 1.3163
2.618 1.3163
4.250 1.3163
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 1.3163 1.3224
PP 1.3163 1.3203
S1 1.3163 1.3183

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

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