CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 1.3103 1.3237 0.0134 1.0% 1.2912
High 1.3103 1.3237 0.0134 1.0% 1.3237
Low 1.3103 1.3237 0.0134 1.0% 1.2912
Close 1.3103 1.3237 0.0134 1.0% 1.3237
Range
ATR 0.0096 0.0098 0.0003 2.9% 0.0000
Volume 171 142 -29 -17.0% 1,281
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3237 1.3237 1.3237
R3 1.3237 1.3237 1.3237
R2 1.3237 1.3237 1.3237
R1 1.3237 1.3237 1.3237 1.3237
PP 1.3237 1.3237 1.3237 1.3237
S1 1.3237 1.3237 1.3237 1.3237
S2 1.3237 1.3237 1.3237
S3 1.3237 1.3237 1.3237
S4 1.3237 1.3237 1.3237
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4104 1.3995 1.3416
R3 1.3779 1.3670 1.3326
R2 1.3454 1.3454 1.3297
R1 1.3345 1.3345 1.3267 1.3400
PP 1.3129 1.3129 1.3129 1.3156
S1 1.3020 1.3020 1.3207 1.3075
S2 1.2804 1.2804 1.3177
S3 1.2479 1.2695 1.3148
S4 1.2154 1.2370 1.3058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3237 1.2912 0.0325 2.5% 0.0000 0.0% 100% True False 256
10 1.3355 1.2912 0.0443 3.3% 0.0000 0.0% 73% False False 184
20 1.3490 1.2912 0.0578 4.4% 0.0000 0.0% 56% False False 156
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 1.3237
2.618 1.3237
1.618 1.3237
1.000 1.3237
0.618 1.3237
HIGH 1.3237
0.618 1.3237
0.500 1.3237
0.382 1.3237
LOW 1.3237
0.618 1.3237
1.000 1.3237
1.618 1.3237
2.618 1.3237
4.250 1.3237
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 1.3237 1.3199
PP 1.3237 1.3161
S1 1.3237 1.3123

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

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