CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 1.3163 1.3015 -0.0148 -1.1% 1.3355
High 1.3163 1.3015 -0.0148 -1.1% 1.3355
Low 1.3163 1.3015 -0.0148 -1.1% 1.3015
Close 1.3163 1.3015 -0.0148 -1.1% 1.3015
Range
ATR 0.0100 0.0103 0.0003 3.5% 0.0000
Volume 164 96 -68 -41.5% 564
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3015 1.3015 1.3015
R3 1.3015 1.3015 1.3015
R2 1.3015 1.3015 1.3015
R1 1.3015 1.3015 1.3015 1.3015
PP 1.3015 1.3015 1.3015 1.3015
S1 1.3015 1.3015 1.3015 1.3015
S2 1.3015 1.3015 1.3015
S3 1.3015 1.3015 1.3015
S4 1.3015 1.3015 1.3015
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4148 1.3922 1.3202
R3 1.3808 1.3582 1.3109
R2 1.3468 1.3468 1.3077
R1 1.3242 1.3242 1.3046 1.3185
PP 1.3128 1.3128 1.3128 1.3100
S1 1.2902 1.2902 1.2984 1.2845
S2 1.2788 1.2788 1.2953
S3 1.2448 1.2562 1.2922
S4 1.2108 1.2222 1.2828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3355 1.3015 0.0340 2.6% 0.0000 0.0% 0% False True 112
10 1.3490 1.3015 0.0475 3.6% 0.0000 0.0% 0% False True 126
20 1.3636 1.3015 0.0621 4.8% 0.0004 0.0% 0% False True 130
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 1.3015
2.618 1.3015
1.618 1.3015
1.000 1.3015
0.618 1.3015
HIGH 1.3015
0.618 1.3015
0.500 1.3015
0.382 1.3015
LOW 1.3015
0.618 1.3015
1.000 1.3015
1.618 1.3015
2.618 1.3015
4.250 1.3015
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 1.3015 1.3099
PP 1.3015 1.3071
S1 1.3015 1.3043

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

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