CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 1.2820 1.2930 0.0110 0.9% 1.2592
High 1.2880 1.2930 0.0050 0.4% 1.2930
Low 1.2750 1.2875 0.0125 1.0% 1.2565
Close 1.2862 1.2899 0.0037 0.3% 1.2899
Range 0.0130 0.0055 -0.0075 -57.7% 0.0365
ATR 0.0159 0.0153 -0.0007 -4.1% 0.0000
Volume 169,049 131,130 -37,919 -22.4% 959,607
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3066 1.3038 1.2929
R3 1.3011 1.2983 1.2914
R2 1.2956 1.2956 1.2909
R1 1.2928 1.2928 1.2904 1.2915
PP 1.2901 1.2901 1.2901 1.2895
S1 1.2873 1.2873 1.2894 1.2860
S2 1.2846 1.2846 1.2889
S3 1.2791 1.2818 1.2884
S4 1.2736 1.2763 1.2869
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3893 1.3761 1.3100
R3 1.3528 1.3396 1.2999
R2 1.3163 1.3163 1.2966
R1 1.3031 1.3031 1.2932 1.3097
PP 1.2798 1.2798 1.2798 1.2831
S1 1.2666 1.2666 1.2866 1.2732
S2 1.2433 1.2433 1.2832
S3 1.2068 1.2301 1.2799
S4 1.1703 1.1936 1.2698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2930 1.2565 0.0365 2.8% 0.0108 0.8% 92% True False 191,921
10 1.2930 1.2487 0.0443 3.4% 0.0103 0.8% 93% True False 190,450
20 1.2930 1.2487 0.0443 3.4% 0.0105 0.8% 93% True False 197,997
40 1.3310 1.2487 0.0823 6.4% 0.0124 1.0% 50% False False 197,286
60 1.4615 1.2487 0.2128 16.5% 0.0134 1.0% 19% False False 176,124
80 1.4615 1.2475 0.2140 16.6% 0.0120 0.9% 20% False False 137,414
100 1.4615 1.2435 0.2180 16.9% 0.0101 0.8% 21% False False 110,051
120 1.4721 1.2435 0.2286 17.7% 0.0091 0.7% 20% False False 92,039
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3164
2.618 1.3074
1.618 1.3019
1.000 1.2985
0.618 1.2964
HIGH 1.2930
0.618 1.2909
0.500 1.2903
0.382 1.2896
LOW 1.2875
0.618 1.2841
1.000 1.2820
1.618 1.2786
2.618 1.2731
4.250 1.2641
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 1.2903 1.2879
PP 1.2901 1.2860
S1 1.2900 1.2840

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

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