CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 1.4125 1.4425 0.0300 2.1% 1.4250
High 1.4405 1.4786 0.0381 2.6% 1.4475
Low 1.4083 1.4393 0.0310 2.2% 1.3987
Close 1.4383 1.4721 0.0338 2.3% 1.4383
Range 0.0322 0.0393 0.0071 22.0% 0.0488
ATR 0.0157 0.0175 0.0018 11.1% 0.0000
Volume 461 1,047 586 127.1% 1,488
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5812 1.5660 1.4937
R3 1.5419 1.5267 1.4829
R2 1.5026 1.5026 1.4793
R1 1.4874 1.4874 1.4757 1.4950
PP 1.4633 1.4633 1.4633 1.4672
S1 1.4481 1.4481 1.4685 1.4557
S2 1.4240 1.4240 1.4649
S3 1.3847 1.4088 1.4613
S4 1.3454 1.3695 1.4505
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5746 1.5552 1.4651
R3 1.5258 1.5064 1.4517
R2 1.4770 1.4770 1.4472
R1 1.4576 1.4576 1.4428 1.4673
PP 1.4282 1.4282 1.4282 1.4330
S1 1.4088 1.4088 1.4338 1.4185
S2 1.3794 1.3794 1.4294
S3 1.3306 1.3600 1.4249
S4 1.2818 1.3112 1.4115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4786 1.3987 0.0799 5.4% 0.0282 1.9% 92% True False 498
10 1.4786 1.3765 0.1021 6.9% 0.0222 1.5% 94% True False 262
20 1.4786 1.3765 0.1021 6.9% 0.0134 0.9% 94% True False 136
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 0.0036
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.6456
2.618 1.5815
1.618 1.5422
1.000 1.5179
0.618 1.5029
HIGH 1.4786
0.618 1.4636
0.500 1.4590
0.382 1.4543
LOW 1.4393
0.618 1.4150
1.000 1.4000
1.618 1.3757
2.618 1.3364
4.250 1.2723
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 1.4677 1.4626
PP 1.4633 1.4530
S1 1.4590 1.4435

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

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