CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 1.3484 1.3588 0.0104 0.8% 1.3367
High 1.3615 1.3588 -0.0027 -0.2% 1.3615
Low 1.3470 1.3588 0.0118 0.9% 1.3285
Close 1.3612 1.3588 -0.0024 -0.2% 1.3612
Range 0.0145 0.0000 -0.0145 -100.0% 0.0330
ATR 0.0100 0.0095 -0.0005 -5.4% 0.0000
Volume 478 539 61 12.8% 1,146
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 1.3588 1.3588 1.3588
R3 1.3588 1.3588 1.3588
R2 1.3588 1.3588 1.3588
R1 1.3588 1.3588 1.3588 1.3588
PP 1.3588 1.3588 1.3588 1.3588
S1 1.3588 1.3588 1.3588 1.3588
S2 1.3588 1.3588 1.3588
S3 1.3588 1.3588 1.3588
S4 1.3588 1.3588 1.3588
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.4494 1.4383 1.3794
R3 1.4164 1.4053 1.3703
R2 1.3834 1.3834 1.3673
R1 1.3723 1.3723 1.3642 1.3779
PP 1.3504 1.3504 1.3504 1.3532
S1 1.3393 1.3393 1.3582 1.3449
S2 1.3174 1.3174 1.3552
S3 1.2844 1.3063 1.3521
S4 1.2514 1.2733 1.3431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3615 1.3285 0.0330 2.4% 0.0042 0.3% 92% False False 327
10 1.3615 1.3140 0.0475 3.5% 0.0021 0.2% 94% False False 282
20 1.3615 1.2912 0.0703 5.2% 0.0017 0.1% 96% False False 229
40 1.3664 1.2912 0.0752 5.5% 0.0017 0.1% 90% False False 173
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3588
2.618 1.3588
1.618 1.3588
1.000 1.3588
0.618 1.3588
HIGH 1.3588
0.618 1.3588
0.500 1.3588
0.382 1.3588
LOW 1.3588
0.618 1.3588
1.000 1.3588
1.618 1.3588
2.618 1.3588
4.250 1.3588
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 1.3588 1.3556
PP 1.3588 1.3523
S1 1.3588 1.3491

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

View Archives - Comment on this page... - Back to Index of Symbols