CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 1.2695 1.2590 -0.0105 -0.8% 1.2709
High 1.2695 1.2620 -0.0075 -0.6% 1.2847
Low 1.2695 1.2570 -0.0125 -1.0% 1.2695
Close 1.2695 1.2570 -0.0125 -1.0% 1.2695
Range 0.0000 0.0050 0.0050 0.0152
ATR 0.0118 0.0118 0.0001 0.4% 0.0000
Volume 730 6,046 5,316 728.2% 12,009
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2737 1.2703 1.2598
R3 1.2687 1.2653 1.2584
R2 1.2637 1.2637 1.2579
R1 1.2603 1.2603 1.2575 1.2595
PP 1.2587 1.2587 1.2587 1.2583
S1 1.2553 1.2553 1.2565 1.2545
S2 1.2537 1.2537 1.2561
S3 1.2487 1.2503 1.2556
S4 1.2437 1.2453 1.2543
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3202 1.3100 1.2779
R3 1.3050 1.2948 1.2737
R2 1.2898 1.2898 1.2723
R1 1.2796 1.2796 1.2709 1.2771
PP 1.2746 1.2746 1.2746 1.2733
S1 1.2644 1.2644 1.2681 1.2619
S2 1.2594 1.2594 1.2667
S3 1.2442 1.2492 1.2653
S4 1.2290 1.2340 1.2611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2847 1.2570 0.0277 2.2% 0.0010 0.1% 0% False True 3,448
10 1.2847 1.2530 0.0317 2.5% 0.0013 0.1% 13% False False 2,045
20 1.3010 1.2530 0.0480 3.8% 0.0006 0.1% 8% False False 1,211
40 1.3900 1.2530 0.1370 10.9% 0.0015 0.1% 3% False False 730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2833
2.618 1.2751
1.618 1.2701
1.000 1.2670
0.618 1.2651
HIGH 1.2620
0.618 1.2601
0.500 1.2595
0.382 1.2589
LOW 1.2570
0.618 1.2539
1.000 1.2520
1.618 1.2489
2.618 1.2439
4.250 1.2358
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 1.2595 1.2658
PP 1.2587 1.2629
S1 1.2578 1.2599

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.