CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 1.3143 1.3355 0.0212 1.6% 1.3399
High 1.3143 1.3355 0.0212 1.6% 1.3399
Low 1.3143 1.3355 0.0212 1.6% 1.3143
Close 1.3143 1.3355 0.0212 1.6% 1.3143
Range
ATR 0.0101 0.0109 0.0008 7.9% 0.0000
Volume 136 181 45 33.1% 473
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3355 1.3355 1.3355
R3 1.3355 1.3355 1.3355
R2 1.3355 1.3355 1.3355
R1 1.3355 1.3355 1.3355 1.3355
PP 1.3355 1.3355 1.3355 1.3355
S1 1.3355 1.3355 1.3355 1.3355
S2 1.3355 1.3355 1.3355
S3 1.3355 1.3355 1.3355
S4 1.3355 1.3355 1.3355
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3996 1.3826 1.3284
R3 1.3740 1.3570 1.3213
R2 1.3484 1.3484 1.3190
R1 1.3314 1.3314 1.3166 1.3271
PP 1.3228 1.3228 1.3228 1.3207
S1 1.3058 1.3058 1.3120 1.3015
S2 1.2972 1.2972 1.3096
S3 1.2716 1.2802 1.3073
S4 1.2460 1.2546 1.3002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3399 1.3143 0.0256 1.9% 0.0000 0.0% 83% False False 130
10 1.3490 1.3143 0.0347 2.6% 0.0000 0.0% 61% False False 132
20 1.3664 1.2995 0.0669 5.0% 0.0018 0.1% 54% False False 118
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 1.3355
2.618 1.3355
1.618 1.3355
1.000 1.3355
0.618 1.3355
HIGH 1.3355
0.618 1.3355
0.500 1.3355
0.382 1.3355
LOW 1.3355
0.618 1.3355
1.000 1.3355
1.618 1.3355
2.618 1.3355
4.250 1.3355
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 1.3355 1.3320
PP 1.3355 1.3284
S1 1.3355 1.3249

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

View Archives - Comment on this page... - Back to Index of Symbols