CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 1.3770 1.3876 0.0106 0.8% 1.3588
High 1.3805 1.3876 0.0071 0.5% 1.3643
Low 1.3745 1.3876 0.0131 1.0% 1.3463
Close 1.3787 1.3876 0.0089 0.6% 1.3463
Range 0.0060 0.0000 -0.0060 -100.0% 0.0180
ATR 0.0096 0.0095 0.0000 -0.5% 0.0000
Volume 1,273 2,485 1,212 95.2% 2,443
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 1.3876 1.3876 1.3876
R3 1.3876 1.3876 1.3876
R2 1.3876 1.3876 1.3876
R1 1.3876 1.3876 1.3876 1.3876
PP 1.3876 1.3876 1.3876 1.3876
S1 1.3876 1.3876 1.3876 1.3876
S2 1.3876 1.3876 1.3876
S3 1.3876 1.3876 1.3876
S4 1.3876 1.3876 1.3876
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.4063 1.3943 1.3562
R3 1.3883 1.3763 1.3513
R2 1.3703 1.3703 1.3496
R1 1.3583 1.3583 1.3480 1.3553
PP 1.3523 1.3523 1.3523 1.3508
S1 1.3403 1.3403 1.3447 1.3373
S2 1.3343 1.3343 1.3430
S3 1.3163 1.3223 1.3414
S4 1.2983 1.3043 1.3364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3876 1.3463 0.0413 3.0% 0.0021 0.2% 100% True False 920
10 1.3876 1.3463 0.0413 3.0% 0.0025 0.2% 100% True False 728
20 1.3876 1.3005 0.0871 6.3% 0.0023 0.2% 100% True False 467
40 1.3876 1.2912 0.0964 6.9% 0.0011 0.1% 100% True False 314
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3876
2.618 1.3876
1.618 1.3876
1.000 1.3876
0.618 1.3876
HIGH 1.3876
0.618 1.3876
0.500 1.3876
0.382 1.3876
LOW 1.3876
0.618 1.3876
1.000 1.3876
1.618 1.3876
2.618 1.3876
4.250 1.3876
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 1.3876 1.3829
PP 1.3876 1.3782
S1 1.3876 1.3736

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

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