CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 1.2845 1.3051 0.0206 1.6% 1.3420
High 1.3080 1.3074 -0.0006 0.0% 1.3450
Low 1.2811 1.2896 0.0085 0.7% 1.2999
Close 1.2933 1.3008 0.0075 0.6% 1.3216
Range 0.0269 0.0178 -0.0091 -33.8% 0.0451
ATR 0.0289 0.0281 -0.0008 -2.7% 0.0000
Volume 240,812 195,377 -45,435 -18.9% 887,977
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3527 1.3445 1.3106
R3 1.3349 1.3267 1.3057
R2 1.3171 1.3171 1.3041
R1 1.3089 1.3089 1.3024 1.3041
PP 1.2993 1.2993 1.2993 1.2969
S1 1.2911 1.2911 1.2992 1.2863
S2 1.2815 1.2815 1.2975
S3 1.2637 1.2733 1.2959
S4 1.2459 1.2555 1.2910
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4575 1.4346 1.3464
R3 1.4124 1.3895 1.3340
R2 1.3673 1.3673 1.3299
R1 1.3444 1.3444 1.3257 1.3333
PP 1.3222 1.3222 1.3222 1.3166
S1 1.2993 1.2993 1.3175 1.2882
S2 1.2771 1.2771 1.3133
S3 1.2320 1.2542 1.3092
S4 1.1869 1.2091 1.2968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3364 1.2811 0.0553 4.3% 0.0282 2.2% 36% False False 197,153
10 1.3770 1.2811 0.0959 7.4% 0.0269 2.1% 21% False False 182,526
20 1.4334 1.2811 0.1523 11.7% 0.0263 2.0% 13% False False 131,752
40 1.4687 1.2542 0.2145 16.5% 0.0271 2.1% 22% False False 101,179
60 1.4687 1.2363 0.2324 17.9% 0.0271 2.1% 28% False False 67,697
80 1.4687 1.2351 0.2336 18.0% 0.0259 2.0% 28% False False 51,002
100 1.4786 1.2351 0.2435 18.7% 0.0241 1.9% 27% False False 41,070
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0049
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3831
2.618 1.3540
1.618 1.3362
1.000 1.3252
0.618 1.3184
HIGH 1.3074
0.618 1.3006
0.500 1.2985
0.382 1.2964
LOW 1.2896
0.618 1.2786
1.000 1.2718
1.618 1.2608
2.618 1.2430
4.250 1.2140
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 1.3000 1.3088
PP 1.2993 1.3061
S1 1.2985 1.3035

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

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