CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 1.2690 1.2685 -0.0005 0.0% 1.2607
High 1.2740 1.2860 0.0120 0.9% 1.2860
Low 1.2665 1.2585 -0.0080 -0.6% 1.2513
Close 1.2681 1.2836 0.0155 1.2% 1.2836
Range 0.0075 0.0275 0.0200 266.7% 0.0347
ATR 0.0183 0.0189 0.0007 3.6% 0.0000
Volume 188,977 193,633 4,656 2.5% 795,736
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3585 1.3486 1.2987
R3 1.3310 1.3211 1.2912
R2 1.3035 1.3035 1.2886
R1 1.2936 1.2936 1.2861 1.2986
PP 1.2760 1.2760 1.2760 1.2785
S1 1.2661 1.2661 1.2811 1.2711
S2 1.2485 1.2485 1.2786
S3 1.2210 1.2386 1.2760
S4 1.1935 1.2111 1.2685
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3777 1.3654 1.3027
R3 1.3430 1.3307 1.2931
R2 1.3083 1.3083 1.2900
R1 1.2960 1.2960 1.2868 1.3022
PP 1.2736 1.2736 1.2736 1.2767
S1 1.2613 1.2613 1.2804 1.2675
S2 1.2389 1.2389 1.2772
S3 1.2042 1.2266 1.2741
S4 1.1695 1.1919 1.2645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2910 1.2513 0.0397 3.1% 0.0110 0.9% 81% False False 208,071
10 1.3070 1.2513 0.0557 4.3% 0.0133 1.0% 58% False False 209,405
20 1.3285 1.2513 0.0772 6.0% 0.0143 1.1% 42% False False 197,919
40 1.4275 1.2513 0.1762 13.7% 0.0135 1.1% 18% False False 166,019
60 1.4615 1.2513 0.2102 16.4% 0.0133 1.0% 15% False False 134,504
80 1.4615 1.2435 0.2180 17.0% 0.0107 0.8% 18% False False 101,025
100 1.4615 1.2435 0.2180 17.0% 0.0092 0.7% 18% False False 81,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0046
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.4029
2.618 1.3580
1.618 1.3305
1.000 1.3135
0.618 1.3030
HIGH 1.2860
0.618 1.2755
0.500 1.2723
0.382 1.2690
LOW 1.2585
0.618 1.2415
1.000 1.2310
1.618 1.2140
2.618 1.1865
4.250 1.1416
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 1.2798 1.2786
PP 1.2760 1.2736
S1 1.2723 1.2687

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

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