CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 1.2586 1.2522 -0.0064 -0.5% 1.2712
High 1.2620 1.2640 0.0020 0.2% 1.2856
Low 1.2556 1.2522 -0.0034 -0.3% 1.2625
Close 1.2570 1.2589 0.0019 0.2% 1.2696
Range 0.0064 0.0118 0.0054 84.4% 0.0231
ATR 0.0167 0.0164 -0.0004 -2.1% 0.0000
Volume 230,229 149,586 -80,643 -35.0% 1,015,101
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2938 1.2881 1.2654
R3 1.2820 1.2763 1.2621
R2 1.2702 1.2702 1.2611
R1 1.2645 1.2645 1.2600 1.2674
PP 1.2584 1.2584 1.2584 1.2598
S1 1.2527 1.2527 1.2578 1.2556
S2 1.2466 1.2466 1.2567
S3 1.2348 1.2409 1.2557
S4 1.2230 1.2291 1.2524
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3419 1.3288 1.2823
R3 1.3188 1.3057 1.2760
R2 1.2957 1.2957 1.2738
R1 1.2826 1.2826 1.2717 1.2776
PP 1.2726 1.2726 1.2726 1.2701
S1 1.2595 1.2595 1.2675 1.2545
S2 1.2495 1.2495 1.2654
S3 1.2264 1.2364 1.2632
S4 1.2033 1.2133 1.2569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2815 1.2522 0.0293 2.3% 0.0092 0.7% 23% False True 185,112
10 1.2860 1.2513 0.0347 2.8% 0.0109 0.9% 22% False False 203,508
20 1.3070 1.2513 0.0557 4.4% 0.0118 0.9% 14% False False 201,406
40 1.3760 1.2513 0.1247 9.9% 0.0132 1.0% 6% False False 189,917
60 1.4615 1.2513 0.2102 16.7% 0.0137 1.1% 4% False False 157,454
80 1.4615 1.2435 0.2180 17.3% 0.0115 0.9% 7% False False 118,408
100 1.4615 1.2435 0.2180 17.3% 0.0093 0.7% 7% False False 94,860
120 1.4721 1.2435 0.2286 18.2% 0.0085 0.7% 7% False False 79,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3142
2.618 1.2949
1.618 1.2831
1.000 1.2758
0.618 1.2713
HIGH 1.2640
0.618 1.2595
0.500 1.2581
0.382 1.2567
LOW 1.2522
0.618 1.2449
1.000 1.2404
1.618 1.2331
2.618 1.2213
4.250 1.2021
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 1.2586 1.2621
PP 1.2584 1.2610
S1 1.2581 1.2600

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

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