CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 1.2712 1.2735 0.0023 0.2% 1.2607
High 1.2800 1.2856 0.0056 0.4% 1.2860
Low 1.2710 1.2710 0.0000 0.0% 1.2513
Close 1.2711 1.2849 0.0138 1.1% 1.2836
Range 0.0090 0.0146 0.0056 62.2% 0.0347
ATR 0.0185 0.0182 -0.0003 -1.5% 0.0000
Volume 258,496 210,858 -47,638 -18.4% 795,736
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3243 1.3192 1.2929
R3 1.3097 1.3046 1.2889
R2 1.2951 1.2951 1.2876
R1 1.2900 1.2900 1.2862 1.2926
PP 1.2805 1.2805 1.2805 1.2818
S1 1.2754 1.2754 1.2836 1.2780
S2 1.2659 1.2659 1.2822
S3 1.2513 1.2608 1.2809
S4 1.2367 1.2462 1.2769
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 1.2860 1.2513 0.0347 2.7% 0.0127 1.0% 97% False False 221,904
10 1.3050 1.2513 0.0537 4.2% 0.0129 1.0% 63% False False 215,273
20 1.3285 1.2513 0.0772 6.0% 0.0134 1.0% 44% False False 202,444
40 1.4275 1.2513 0.1762 13.7% 0.0138 1.1% 19% False False 173,749
60 1.4615 1.2513 0.2102 16.4% 0.0133 1.0% 16% False False 142,225
80 1.4615 1.2435 0.2180 17.0% 0.0110 0.9% 19% False False 106,874
100 1.4615 1.2435 0.2180 17.0% 0.0093 0.7% 19% False False 85,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3477
2.618 1.3238
1.618 1.3092
1.000 1.3002
0.618 1.2946
HIGH 1.2856
0.618 1.2800
0.500 1.2783
0.382 1.2766
LOW 1.2710
0.618 1.2620
1.000 1.2564
1.618 1.2474
2.618 1.2328
4.250 1.2090
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 1.2827 1.2807
PP 1.2805 1.2765
S1 1.2783 1.2723

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

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