CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 1.2808 1.2712 -0.0096 -0.7% 1.2828
High 1.2983 1.2868 -0.0115 -0.9% 1.2876
Low 1.2689 1.2693 0.0004 0.0% 1.2512
Close 1.2709 1.2847 0.0138 1.1% 1.2834
Range 0.0294 0.0175 -0.0119 -40.5% 0.0364
ATR 0.0225 0.0222 -0.0004 -1.6% 0.0000
Volume 811 577 -234 -28.9% 2,397
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3328 1.3262 1.2943
R3 1.3153 1.3087 1.2895
R2 1.2978 1.2978 1.2879
R1 1.2912 1.2912 1.2863 1.2945
PP 1.2803 1.2803 1.2803 1.2819
S1 1.2737 1.2737 1.2831 1.2770
S2 1.2628 1.2628 1.2815
S3 1.2453 1.2562 1.2799
S4 1.2278 1.2387 1.2751
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3833 1.3697 1.3034
R3 1.3469 1.3333 1.2934
R2 1.3105 1.3105 1.2901
R1 1.2969 1.2969 1.2867 1.3037
PP 1.2741 1.2741 1.2741 1.2775
S1 1.2605 1.2605 1.2801 1.2673
S2 1.2377 1.2377 1.2767
S3 1.2013 1.2241 1.2734
S4 1.1649 1.1877 1.2634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2983 1.2512 0.0471 3.7% 0.0219 1.7% 71% False False 705
10 1.3060 1.2512 0.0548 4.3% 0.0208 1.6% 61% False False 595
20 1.3303 1.2512 0.0791 6.2% 0.0201 1.6% 42% False False 413
40 1.4291 1.2512 0.1779 13.8% 0.0218 1.7% 19% False False 323
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3612
2.618 1.3326
1.618 1.3151
1.000 1.3043
0.618 1.2976
HIGH 1.2868
0.618 1.2801
0.500 1.2781
0.382 1.2760
LOW 1.2693
0.618 1.2585
1.000 1.2518
1.618 1.2410
2.618 1.2235
4.250 1.1949
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 1.2825 1.2821
PP 1.2803 1.2795
S1 1.2781 1.2770

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

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