CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 1.2947 1.3058 0.0111 0.9% 1.2588
High 1.3010 1.3419 0.0409 3.1% 1.2930
Low 1.2945 1.3058 0.0113 0.9% 1.2565
Close 1.3007 1.3419 0.0412 3.2% 1.2901
Range 0.0065 0.0361 0.0296 455.4% 0.0365
ATR 0.0113 0.0134 0.0021 19.0% 0.0000
Volume 189,692 151,357 -38,335 -20.2% 375,447
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4382 1.4261 1.3618
R3 1.4021 1.3900 1.3518
R2 1.3660 1.3660 1.3485
R1 1.3539 1.3539 1.3452 1.3600
PP 1.3299 1.3299 1.3299 1.3329
S1 1.3178 1.3178 1.3386 1.3239
S2 1.2938 1.2938 1.3353
S3 1.2577 1.2817 1.3320
S4 1.2216 1.2456 1.3220
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 1.3419 1.2750 0.0669 5.0% 0.0133 1.0% 100% True False 153,722
10 1.3419 1.2544 0.0875 6.5% 0.0098 0.7% 100% True False 88,013
20 1.3419 1.2544 0.0875 6.5% 0.0054 0.4% 100% True False 45,442
40 1.3419 1.2530 0.0889 6.6% 0.0028 0.2% 100% True False 22,909
60 1.4034 1.2530 0.1504 11.2% 0.0028 0.2% 59% False False 15,326
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 0.0014
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 1.4953
2.618 1.4364
1.618 1.4003
1.000 1.3780
0.618 1.3642
HIGH 1.3419
0.618 1.3281
0.500 1.3239
0.382 1.3196
LOW 1.3058
0.618 1.2835
1.000 1.2697
1.618 1.2474
2.618 1.2113
4.250 1.1524
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 1.3359 1.3340
PP 1.3299 1.3261
S1 1.3239 1.3182

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

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