CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 1.2894 1.2765 -0.0129 -1.0% 1.2818
High 1.2894 1.2765 -0.0129 -1.0% 1.2997
Low 1.2894 1.2765 -0.0129 -1.0% 1.2784
Close 1.2894 1.2765 -0.0129 -1.0% 1.2930
Range
ATR 0.0115 0.0116 0.0001 0.8% 0.0000
Volume 272 223 -49 -18.0% 1,171
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2765 1.2765 1.2765
R3 1.2765 1.2765 1.2765
R2 1.2765 1.2765 1.2765
R1 1.2765 1.2765 1.2765 1.2765
PP 1.2765 1.2765 1.2765 1.2765
S1 1.2765 1.2765 1.2765 1.2765
S2 1.2765 1.2765 1.2765
S3 1.2765 1.2765 1.2765
S4 1.2765 1.2765 1.2765
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 1.2765 0.0245 1.9% 0.0000 0.0% 0% False True 265
10 1.3010 1.2765 0.0245 1.9% 0.0000 0.0% 0% False True 233
20 1.3192 1.2765 0.0427 3.3% 0.0008 0.1% 0% False True 289
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 1.2765
2.618 1.2765
1.618 1.2765
1.000 1.2765
0.618 1.2765
HIGH 1.2765
0.618 1.2765
0.500 1.2765
0.382 1.2765
LOW 1.2765
0.618 1.2765
1.000 1.2765
1.618 1.2765
2.618 1.2765
4.250 1.2765
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 1.2765 1.2830
PP 1.2765 1.2808
S1 1.2765 1.2787

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

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