CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 1.2920 1.3009 0.0089 0.7% 1.3355
High 1.2920 1.3009 0.0089 0.7% 1.3355
Low 1.2920 1.3009 0.0089 0.7% 1.3015
Close 1.2920 1.3009 0.0089 0.7% 1.3015
Range
ATR 0.0096 0.0096 -0.0001 -0.5% 0.0000
Volume 185 142 -43 -23.2% 564
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3009 1.3009 1.3009
R3 1.3009 1.3009 1.3009
R2 1.3009 1.3009 1.3009
R1 1.3009 1.3009 1.3009 1.3009
PP 1.3009 1.3009 1.3009 1.3009
S1 1.3009 1.3009 1.3009 1.3009
S2 1.3009 1.3009 1.3009
S3 1.3009 1.3009 1.3009
S4 1.3009 1.3009 1.3009
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 1.3163 1.2912 0.0251 1.9% 0.0000 0.0% 39% False False 245
10 1.3355 1.2912 0.0443 3.4% 0.0000 0.0% 22% False False 180
20 1.3573 1.2912 0.0661 5.1% 0.0000 0.0% 15% False False 165
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3009
2.618 1.3009
1.618 1.3009
1.000 1.3009
0.618 1.3009
HIGH 1.3009
0.618 1.3009
0.500 1.3009
0.382 1.3009
LOW 1.3009
0.618 1.3009
1.000 1.3009
1.618 1.3009
2.618 1.3009
4.250 1.3009
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 1.3009 1.2993
PP 1.3009 1.2977
S1 1.3009 1.2961

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

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