CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 1.2912 1.2920 0.0008 0.1% 1.3355
High 1.2912 1.2920 0.0008 0.1% 1.3355
Low 1.2912 1.2920 0.0008 0.1% 1.3015
Close 1.2912 1.2920 0.0008 0.1% 1.3015
Range
ATR 0.0103 0.0096 -0.0007 -6.6% 0.0000
Volume 641 185 -456 -71.1% 564
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.2920 1.2920 1.2920
R3 1.2920 1.2920 1.2920
R2 1.2920 1.2920 1.2920
R1 1.2920 1.2920 1.2920 1.2920
PP 1.2920 1.2920 1.2920 1.2920
S1 1.2920 1.2920 1.2920 1.2920
S2 1.2920 1.2920 1.2920
S3 1.2920 1.2920 1.2920
S4 1.2920 1.2920 1.2920
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 1.3182 1.2912 0.0270 2.1% 0.0000 0.0% 3% False False 233
10 1.3355 1.2912 0.0443 3.4% 0.0000 0.0% 2% False False 171
20 1.3573 1.2912 0.0661 5.1% 0.0000 0.0% 1% False False 161
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 1.2920
2.618 1.2920
1.618 1.2920
1.000 1.2920
0.618 1.2920
HIGH 1.2920
0.618 1.2920
0.500 1.2920
0.382 1.2920
LOW 1.2920
0.618 1.2920
1.000 1.2920
1.618 1.2920
2.618 1.2920
4.250 1.2920
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 1.2920 1.2964
PP 1.2920 1.2949
S1 1.2920 1.2935

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

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