CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1.2780 1.3170 0.0390 3.1% 1.2895
High 1.3015 1.3170 0.0155 1.2% 1.3015
Low 1.2780 1.2980 0.0200 1.6% 1.2780
Close 1.2967 1.3125 0.0158 1.2% 1.2967
Range 0.0235 0.0190 -0.0045 -19.1% 0.0235
ATR 0.0197 0.0198 0.0000 0.2% 0.0000
Volume 182,974 195,880 12,906 7.1% 778,206
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3662 1.3583 1.3230
R3 1.3472 1.3393 1.3177
R2 1.3282 1.3282 1.3160
R1 1.3203 1.3203 1.3142 1.3148
PP 1.3092 1.3092 1.3092 1.3064
S1 1.3013 1.3013 1.3108 1.2958
S2 1.2902 1.2902 1.3090
S3 1.2712 1.2823 1.3073
S4 1.2522 1.2633 1.3021
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3626 1.3531 1.3096
R3 1.3391 1.3296 1.3032
R2 1.3156 1.3156 1.3010
R1 1.3061 1.3061 1.2989 1.3109
PP 1.2921 1.2921 1.2921 1.2944
S1 1.2826 1.2826 1.2945 1.2874
S2 1.2686 1.2686 1.2924
S3 1.2451 1.2591 1.2902
S4 1.2216 1.2356 1.2838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3170 1.2780 0.0390 3.0% 0.0138 1.0% 88% True False 194,817
10 1.3390 1.2780 0.0610 4.6% 0.0132 1.0% 57% False False 187,862
20 1.4275 1.2780 0.1495 11.4% 0.0142 1.1% 23% False False 145,055
40 1.4615 1.2600 0.2015 15.4% 0.0132 1.0% 26% False False 112,115
60 1.4615 1.2435 0.2180 16.6% 0.0102 0.8% 32% False False 75,017
80 1.4615 1.2435 0.2180 16.6% 0.0083 0.6% 32% False False 56,489
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3978
2.618 1.3667
1.618 1.3477
1.000 1.3360
0.618 1.3287
HIGH 1.3170
0.618 1.3097
0.500 1.3075
0.382 1.3053
LOW 1.2980
0.618 1.2863
1.000 1.2790
1.618 1.2673
2.618 1.2483
4.250 1.2173
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1.3108 1.3075
PP 1.3092 1.3025
S1 1.3075 1.2975

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

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