CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 1.3305 1.3653 0.0348 2.6% 1.4238
High 1.3492 1.3700 0.0208 1.5% 1.4275
Low 1.3305 1.3580 0.0275 2.1% 1.3815
Close 1.3492 1.3583 0.0091 0.7% 1.3823
Range 0.0187 0.0120 -0.0067 -35.8% 0.0460
ATR 0.0208 0.0208 0.0000 0.0% 0.0000
Volume 145,522 176,125 30,603 21.0% 259,794
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3981 1.3902 1.3649
R3 1.3861 1.3782 1.3616
R2 1.3741 1.3741 1.3605
R1 1.3662 1.3662 1.3594 1.3642
PP 1.3621 1.3621 1.3621 1.3611
S1 1.3542 1.3542 1.3572 1.3522
S2 1.3501 1.3501 1.3561
S3 1.3381 1.3422 1.3550
S4 1.3261 1.3302 1.3517
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5351 1.5047 1.4076
R3 1.4891 1.4587 1.3950
R2 1.4431 1.4431 1.3907
R1 1.4127 1.4127 1.3865 1.4049
PP 1.3971 1.3971 1.3971 1.3932
S1 1.3667 1.3667 1.3781 1.3589
S2 1.3511 1.3511 1.3739
S3 1.3051 1.3207 1.3697
S4 1.2591 1.2747 1.3570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3960 1.3305 0.0655 4.8% 0.0135 1.0% 42% False False 104,758
10 1.4275 1.3305 0.0970 7.1% 0.0123 0.9% 29% False False 81,898
20 1.4615 1.2780 0.1835 13.5% 0.0151 1.1% 44% False False 110,478
40 1.4615 1.2435 0.2180 16.0% 0.0104 0.8% 53% False False 56,357
60 1.4615 1.2435 0.2180 16.0% 0.0073 0.5% 53% False False 37,805
80 1.4721 1.2435 0.2286 16.8% 0.0066 0.5% 50% False False 28,809
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4210
2.618 1.4014
1.618 1.3894
1.000 1.3820
0.618 1.3774
HIGH 1.3700
0.618 1.3654
0.500 1.3640
0.382 1.3626
LOW 1.3580
0.618 1.3506
1.000 1.3460
1.618 1.3386
2.618 1.3266
4.250 1.3070
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 1.3640 1.3556
PP 1.3621 1.3529
S1 1.3602 1.3503

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

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