CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 1.3194 1.3169 -0.0025 -0.2% 1.3320
High 1.3319 1.3321 0.0002 0.0% 1.3364
Low 1.3105 1.3089 -0.0016 -0.1% 1.2755
Close 1.3167 1.3126 -0.0041 -0.3% 1.2967
Range 0.0214 0.0232 0.0018 8.4% 0.0609
ATR 0.0280 0.0276 -0.0003 -1.2% 0.0000
Volume 178,461 179,580 1,119 0.6% 762,857
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3875 1.3732 1.3254
R3 1.3643 1.3500 1.3190
R2 1.3411 1.3411 1.3169
R1 1.3268 1.3268 1.3147 1.3224
PP 1.3179 1.3179 1.3179 1.3156
S1 1.3036 1.3036 1.3105 1.2992
S2 1.2947 1.2947 1.3083
S3 1.2715 1.2804 1.3062
S4 1.2483 1.2572 1.2998
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4856 1.4520 1.3302
R3 1.4247 1.3911 1.3134
R2 1.3638 1.3638 1.3079
R1 1.3302 1.3302 1.3023 1.3166
PP 1.3029 1.3029 1.3029 1.2960
S1 1.2693 1.2693 1.2911 1.2557
S2 1.2420 1.2420 1.2855
S3 1.1811 1.2084 1.2800
S4 1.1202 1.1475 1.2632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3321 1.2755 0.0566 4.3% 0.0248 1.9% 66% True False 186,270
10 1.3364 1.2755 0.0609 4.6% 0.0272 2.1% 61% False False 188,954
20 1.4191 1.2755 0.1436 10.9% 0.0278 2.1% 26% False False 159,038
40 1.4687 1.2542 0.2145 16.3% 0.0275 2.1% 27% False False 119,343
60 1.4687 1.2363 0.2324 17.7% 0.0267 2.0% 33% False False 79,919
80 1.4687 1.2351 0.2336 17.8% 0.0259 2.0% 33% False False 60,113
100 1.4786 1.2351 0.2435 18.6% 0.0248 1.9% 32% False False 48,429
120 1.5121 1.2351 0.2770 21.1% 0.0214 1.6% 28% False False 40,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4307
2.618 1.3928
1.618 1.3696
1.000 1.3553
0.618 1.3464
HIGH 1.3321
0.618 1.3232
0.500 1.3205
0.382 1.3178
LOW 1.3089
0.618 1.2946
1.000 1.2857
1.618 1.2714
2.618 1.2482
4.250 1.2103
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 1.3205 1.3113
PP 1.3179 1.3100
S1 1.3152 1.3087

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

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