CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 1.2984 1.2947 -0.0037 -0.3% 1.2588
High 1.3040 1.3010 -0.0030 -0.2% 1.2930
Low 1.2984 1.2945 -0.0039 -0.3% 1.2565
Close 1.2984 1.3007 0.0023 0.2% 1.2901
Range 0.0056 0.0065 0.0009 16.1% 0.0365
ATR 0.0116 0.0113 -0.0004 -3.2% 0.0000
Volume 151,727 189,692 37,965 25.0% 375,447
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3182 1.3160 1.3043
R3 1.3117 1.3095 1.3025
R2 1.3052 1.3052 1.3019
R1 1.3030 1.3030 1.3013 1.3041
PP 1.2987 1.2987 1.2987 1.2993
S1 1.2965 1.2965 1.3001 1.2976
S2 1.2922 1.2922 1.2995
S3 1.2857 1.2900 1.2989
S4 1.2792 1.2835 1.2971
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3894 1.3762 1.3102
R3 1.3529 1.3397 1.3001
R2 1.3164 1.3164 1.2968
R1 1.3032 1.3032 1.2934 1.3098
PP 1.2799 1.2799 1.2799 1.2832
S1 1.2667 1.2667 1.2868 1.2733
S2 1.2434 1.2434 1.2834
S3 1.2069 1.2302 1.2801
S4 1.1704 1.1937 1.2700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3040 1.2750 0.0290 2.2% 0.0061 0.5% 89% False False 134,328
10 1.3040 1.2544 0.0496 3.8% 0.0062 0.5% 93% False False 73,287
20 1.3040 1.2530 0.0510 3.9% 0.0037 0.3% 94% False False 37,940
40 1.3152 1.2530 0.0622 4.8% 0.0019 0.1% 77% False False 19,127
60 1.4259 1.2530 0.1729 13.3% 0.0022 0.2% 28% False False 12,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3286
2.618 1.3180
1.618 1.3115
1.000 1.3075
0.618 1.3050
HIGH 1.3010
0.618 1.2985
0.500 1.2978
0.382 1.2970
LOW 1.2945
0.618 1.2905
1.000 1.2880
1.618 1.2840
2.618 1.2775
4.250 1.2669
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 1.2997 1.2991
PP 1.2987 1.2974
S1 1.2978 1.2958

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

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