CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 1.4649 1.4615 -0.0034 -0.2% 1.4057
High 1.4649 1.4685 0.0036 0.2% 1.4383
Low 1.4649 1.4585 -0.0064 -0.4% 1.3970
Close 1.4649 1.4615 -0.0034 -0.2% 1.4383
Range 0.0000 0.0100 0.0100 0.0413
ATR 0.0124 0.0122 -0.0002 -1.4% 0.0000
Volume 2,606 203 -2,403 -92.2% 1,488
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.4928 1.4872 1.4670
R3 1.4828 1.4772 1.4643
R2 1.4728 1.4728 1.4633
R1 1.4672 1.4672 1.4624 1.4665
PP 1.4628 1.4628 1.4628 1.4625
S1 1.4572 1.4572 1.4606 1.4565
S2 1.4528 1.4528 1.4597
S3 1.4428 1.4472 1.4588
S4 1.4328 1.4372 1.4560
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5484 1.5347 1.4610
R3 1.5071 1.4934 1.4497
R2 1.4658 1.4658 1.4459
R1 1.4521 1.4521 1.4421 1.4590
PP 1.4245 1.4245 1.4245 1.4280
S1 1.4108 1.4108 1.4345 1.4177
S2 1.3832 1.3832 1.4307
S3 1.3419 1.3695 1.4269
S4 1.3006 1.3282 1.4156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4721 1.4327 0.0394 2.7% 0.0020 0.1% 73% False False 961
10 1.4721 1.3811 0.0910 6.2% 0.0026 0.2% 88% False False 540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5110
2.618 1.4947
1.618 1.4847
1.000 1.4785
0.618 1.4747
HIGH 1.4685
0.618 1.4647
0.500 1.4635
0.382 1.4623
LOW 1.4585
0.618 1.4523
1.000 1.4485
1.618 1.4423
2.618 1.4323
4.250 1.4160
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 1.4635 1.4653
PP 1.4628 1.4640
S1 1.4622 1.4628

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

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