CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 1.2854 1.2894 0.0040 0.3% 1.2818
High 1.2854 1.2894 0.0040 0.3% 1.2997
Low 1.2854 1.2894 0.0040 0.3% 1.2784
Close 1.2854 1.2894 0.0040 0.3% 1.2930
Range
ATR 0.0121 0.0115 -0.0006 -4.8% 0.0000
Volume 152 272 120 78.9% 1,171
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2894 1.2894 1.2894
R3 1.2894 1.2894 1.2894
R2 1.2894 1.2894 1.2894
R1 1.2894 1.2894 1.2894 1.2894
PP 1.2894 1.2894 1.2894 1.2894
S1 1.2894 1.2894 1.2894 1.2894
S2 1.2894 1.2894 1.2894
S3 1.2894 1.2894 1.2894
S4 1.2894 1.2894 1.2894
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3543 1.3449 1.3047
R3 1.3330 1.3236 1.2989
R2 1.3117 1.3117 1.2969
R1 1.3023 1.3023 1.2950 1.3070
PP 1.2904 1.2904 1.2904 1.2927
S1 1.2810 1.2810 1.2910 1.2857
S2 1.2691 1.2691 1.2891
S3 1.2478 1.2597 1.2871
S4 1.2265 1.2384 1.2813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3010 1.2784 0.0226 1.8% 0.0000 0.0% 49% False False 269
10 1.3010 1.2776 0.0234 1.8% 0.0000 0.0% 50% False False 225
20 1.3192 1.2776 0.0416 3.2% 0.0008 0.1% 28% False False 294
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2894
2.618 1.2894
1.618 1.2894
1.000 1.2894
0.618 1.2894
HIGH 1.2894
0.618 1.2894
0.500 1.2894
0.382 1.2894
LOW 1.2894
0.618 1.2894
1.000 1.2894
1.618 1.2894
2.618 1.2894
4.250 1.2894
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 1.2894 1.2932
PP 1.2894 1.2919
S1 1.2894 1.2907

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

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