CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 1.2910 1.2891 -0.0019 -0.1% 1.2662
High 1.2929 1.2960 0.0031 0.2% 1.2825
Low 1.2870 1.2780 -0.0090 -0.7% 1.2600
Close 1.2928 1.2888 -0.0040 -0.3% 1.2671
Range 0.0059 0.0180 0.0121 205.1% 0.0225
ATR 0.0145 0.0148 0.0002 1.7% 0.0000
Volume 6,289 17,541 11,252 178.9% 22,346
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3416 1.3332 1.2987
R3 1.3236 1.3152 1.2938
R2 1.3056 1.3056 1.2921
R1 1.2972 1.2972 1.2905 1.2924
PP 1.2876 1.2876 1.2876 1.2852
S1 1.2792 1.2792 1.2872 1.2744
S2 1.2696 1.2696 1.2855
S3 1.2516 1.2612 1.2839
S4 1.2336 1.2432 1.2789
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3374 1.3247 1.2795
R3 1.3149 1.3022 1.2733
R2 1.2924 1.2924 1.2712
R1 1.2797 1.2797 1.2692 1.2861
PP 1.2699 1.2699 1.2699 1.2730
S1 1.2572 1.2572 1.2650 1.2636
S2 1.2474 1.2474 1.2630
S3 1.2249 1.2347 1.2609
S4 1.2024 1.2122 1.2547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2960 1.2600 0.0360 2.8% 0.0118 0.9% 80% True False 8,112
10 1.3065 1.2600 0.0465 3.6% 0.0085 0.7% 62% False False 5,304
20 1.3065 1.2435 0.0630 4.9% 0.0067 0.5% 72% False False 3,108
40 1.3647 1.2435 0.1212 9.4% 0.0039 0.3% 37% False False 1,903
60 1.4721 1.2435 0.2286 17.7% 0.0041 0.3% 20% False False 1,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3725
2.618 1.3431
1.618 1.3251
1.000 1.3140
0.618 1.3071
HIGH 1.2960
0.618 1.2891
0.500 1.2870
0.382 1.2849
LOW 1.2780
0.618 1.2669
1.000 1.2600
1.618 1.2489
2.618 1.2309
4.250 1.2015
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 1.2882 1.2855
PP 1.2876 1.2821
S1 1.2870 1.2788

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

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