CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 1.4083 1.4238 0.0155 1.1% 1.3949
High 1.4083 1.4275 0.0192 1.4% 1.4083
Low 1.4015 1.3985 -0.0030 -0.2% 1.3880
Close 1.4041 1.4060 0.0019 0.1% 1.4041
Range 0.0068 0.0290 0.0222 326.5% 0.0203
ATR 0.0201 0.0207 0.0006 3.2% 0.0000
Volume 19,047 13,784 -5,263 -27.6% 356,788
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4977 1.4808 1.4220
R3 1.4687 1.4518 1.4140
R2 1.4397 1.4397 1.4113
R1 1.4228 1.4228 1.4087 1.4168
PP 1.4107 1.4107 1.4107 1.4076
S1 1.3938 1.3938 1.4033 1.3878
S2 1.3817 1.3817 1.4007
S3 1.3527 1.3648 1.3980
S4 1.3237 1.3358 1.3901
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4610 1.4529 1.4153
R3 1.4407 1.4326 1.4097
R2 1.4204 1.4204 1.4078
R1 1.4123 1.4123 1.4060 1.4164
PP 1.4001 1.4001 1.4001 1.4022
S1 1.3920 1.3920 1.4022 1.3961
S2 1.3798 1.3798 1.4004
S3 1.3595 1.3717 1.3985
S4 1.3392 1.3514 1.3929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4275 1.3880 0.0395 2.8% 0.0117 0.8% 46% True False 74,114
10 1.4615 1.3530 0.1085 7.7% 0.0169 1.2% 49% False False 134,539
20 1.4615 1.2600 0.2015 14.3% 0.0134 1.0% 72% False False 80,609
40 1.4615 1.2435 0.2180 15.5% 0.0091 0.6% 75% False False 40,791
60 1.4615 1.2435 0.2180 15.5% 0.0069 0.5% 75% False False 27,467
80 1.4721 1.2435 0.2286 16.3% 0.0057 0.4% 71% False False 20,986
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 0.0032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5508
2.618 1.5034
1.618 1.4744
1.000 1.4565
0.618 1.4454
HIGH 1.4275
0.618 1.4164
0.500 1.4130
0.382 1.4096
LOW 1.3985
0.618 1.3806
1.000 1.3695
1.618 1.3516
2.618 1.3226
4.250 1.2753
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 1.4130 1.4106
PP 1.4107 1.4091
S1 1.4083 1.4075

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

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