CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 1.2895 1.2929 0.0034 0.3% 1.3373
High 1.2930 1.2945 0.0015 0.1% 1.3390
Low 1.2865 1.2830 -0.0035 -0.3% 1.3020
Close 1.2874 1.2933 0.0059 0.5% 1.3216
Range 0.0065 0.0115 0.0050 76.9% 0.0370
ATR 0.0210 0.0203 -0.0007 -3.2% 0.0000
Volume 152,386 246,765 94,379 61.9% 904,543
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3248 1.3205 1.2996
R3 1.3133 1.3090 1.2965
R2 1.3018 1.3018 1.2954
R1 1.2975 1.2975 1.2944 1.2997
PP 1.2903 1.2903 1.2903 1.2913
S1 1.2860 1.2860 1.2922 1.2882
S2 1.2788 1.2788 1.2912
S3 1.2673 1.2745 1.2901
S4 1.2558 1.2630 1.2870
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4319 1.4137 1.3420
R3 1.3949 1.3767 1.3318
R2 1.3579 1.3579 1.3284
R1 1.3397 1.3397 1.3250 1.3303
PP 1.3209 1.3209 1.3209 1.3162
S1 1.3027 1.3027 1.3182 1.2933
S2 1.2839 1.2839 1.3148
S3 1.2469 1.2657 1.3114
S4 1.2099 1.2287 1.3013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3310 1.2830 0.0480 3.7% 0.0114 0.9% 21% False True 197,203
10 1.3760 1.2830 0.0930 7.2% 0.0135 1.0% 11% False True 184,345
20 1.4275 1.2830 0.1445 11.2% 0.0128 1.0% 7% False True 133,195
40 1.4615 1.2492 0.2123 16.4% 0.0126 1.0% 21% False False 97,908
60 1.4615 1.2435 0.2180 16.9% 0.0094 0.7% 23% False False 65,466
80 1.4615 1.2435 0.2180 16.9% 0.0079 0.6% 23% False False 49,583
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 0.0035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3434
2.618 1.3246
1.618 1.3131
1.000 1.3060
0.618 1.3016
HIGH 1.2945
0.618 1.2901
0.500 1.2888
0.382 1.2874
LOW 1.2830
0.618 1.2759
1.000 1.2715
1.618 1.2644
2.618 1.2529
4.250 1.2341
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 1.2918 1.3070
PP 1.2903 1.3024
S1 1.2888 1.2979

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

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