CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 1.2487 1.2740 0.0253 2.0% 1.2586
High 1.2585 1.2750 0.0165 1.3% 1.2750
Low 1.2487 1.2625 0.0138 1.1% 1.2487
Close 1.2543 1.2661 0.0118 0.9% 1.2661
Range 0.0098 0.0125 0.0027 27.6% 0.0263
ATR 0.0158 0.0161 0.0004 2.2% 0.0000
Volume 184,404 198,361 13,957 7.6% 944,895
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3054 1.2982 1.2730
R3 1.2929 1.2857 1.2695
R2 1.2804 1.2804 1.2684
R1 1.2732 1.2732 1.2672 1.2706
PP 1.2679 1.2679 1.2679 1.2665
S1 1.2607 1.2607 1.2650 1.2581
S2 1.2554 1.2554 1.2638
S3 1.2429 1.2482 1.2627
S4 1.2304 1.2357 1.2592
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3422 1.3304 1.2806
R3 1.3159 1.3041 1.2733
R2 1.2896 1.2896 1.2709
R1 1.2778 1.2778 1.2685 1.2837
PP 1.2633 1.2633 1.2633 1.2662
S1 1.2515 1.2515 1.2637 1.2574
S2 1.2370 1.2370 1.2613
S3 1.2107 1.2252 1.2589
S4 1.1844 1.1989 1.2516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2750 1.2487 0.0263 2.1% 0.0098 0.8% 66% True False 188,979
10 1.2856 1.2487 0.0369 2.9% 0.0101 0.8% 47% False False 195,999
20 1.3070 1.2487 0.0583 4.6% 0.0117 0.9% 30% False False 202,702
40 1.3760 1.2487 0.1273 10.1% 0.0130 1.0% 14% False False 194,544
60 1.4615 1.2487 0.2128 16.8% 0.0137 1.1% 8% False False 166,522
80 1.4615 1.2435 0.2180 17.2% 0.0117 0.9% 10% False False 125,451
100 1.4615 1.2435 0.2180 17.2% 0.0096 0.8% 10% False False 100,501
120 1.4721 1.2435 0.2286 18.1% 0.0087 0.7% 10% False False 84,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3281
2.618 1.3077
1.618 1.2952
1.000 1.2875
0.618 1.2827
HIGH 1.2750
0.618 1.2702
0.500 1.2688
0.382 1.2673
LOW 1.2625
0.618 1.2548
1.000 1.2500
1.618 1.2423
2.618 1.2298
4.250 1.2094
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 1.2688 1.2647
PP 1.2679 1.2633
S1 1.2670 1.2619

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

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