CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 1.3459 1.3661 0.0202 1.5% 1.2925
High 1.3711 1.3735 0.0024 0.2% 1.3735
Low 1.3459 1.3536 0.0077 0.6% 1.2925
Close 1.3664 1.3558 -0.0106 -0.8% 1.3558
Range 0.0252 0.0199 -0.0053 -21.0% 0.0810
ATR
Volume 66 113 47 71.2% 242
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4207 1.4081 1.3667
R3 1.4008 1.3882 1.3613
R2 1.3809 1.3809 1.3594
R1 1.3683 1.3683 1.3576 1.3647
PP 1.3610 1.3610 1.3610 1.3591
S1 1.3484 1.3484 1.3540 1.3448
S2 1.3411 1.3411 1.3522
S3 1.3212 1.3285 1.3503
S4 1.3013 1.3086 1.3449
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.5836 1.5507 1.4004
R3 1.5026 1.4697 1.3781
R2 1.4216 1.4216 1.3707
R1 1.3887 1.3887 1.3632 1.4052
PP 1.3406 1.3406 1.3406 1.3488
S1 1.3077 1.3077 1.3484 1.3242
S2 1.2596 1.2596 1.3410
S3 1.1786 1.2267 1.3335
S4 1.0976 1.1457 1.3113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3735 1.2925 0.0810 6.0% 0.0213 1.6% 78% True False 48
10 1.3735 1.2621 0.1114 8.2% 0.0149 1.1% 84% True False 33
Crabel Price Patterns
NR True
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4581
2.618 1.4256
1.618 1.4057
1.000 1.3934
0.618 1.3858
HIGH 1.3735
0.618 1.3659
0.500 1.3636
0.382 1.3612
LOW 1.3536
0.618 1.3413
1.000 1.3337
1.618 1.3214
2.618 1.3015
4.250 1.2690
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 1.3636 1.3512
PP 1.3610 1.3467
S1 1.3584 1.3421

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

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