CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 1.3143 1.3284 0.0141 1.1% 1.2912
High 1.3140 1.3284 0.0144 1.1% 1.3237
Low 1.3140 1.3284 0.0144 1.1% 1.2912
Close 1.3143 1.3284 0.0141 1.1% 1.3237
Range
ATR 0.0109 0.0112 0.0002 2.1% 0.0000
Volume 214 220 6 2.8% 1,281
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3284 1.3284 1.3284
R3 1.3284 1.3284 1.3284
R2 1.3284 1.3284 1.3284
R1 1.3284 1.3284 1.3284 1.3284
PP 1.3284 1.3284 1.3284 1.3284
S1 1.3284 1.3284 1.3284 1.3284
S2 1.3284 1.3284 1.3284
S3 1.3284 1.3284 1.3284
S4 1.3284 1.3284 1.3284
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 1.3284 1.3005 0.0279 2.1% 0.0027 0.2% 100% True False 170
10 1.3284 1.2912 0.0372 2.8% 0.0014 0.1% 100% True False 207
20 1.3490 1.2912 0.0578 4.4% 0.0007 0.1% 64% False False 168
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 1.3284
2.618 1.3284
1.618 1.3284
1.000 1.3284
0.618 1.3284
HIGH 1.3284
0.618 1.3284
0.500 1.3284
0.382 1.3284
LOW 1.3284
0.618 1.3284
1.000 1.3284
1.618 1.3284
2.618 1.3284
4.250 1.3284
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 1.3284 1.3238
PP 1.3284 1.3191
S1 1.3284 1.3145

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

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