CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 1.3015 1.2912 -0.0103 -0.8% 1.3355
High 1.3015 1.2912 -0.0103 -0.8% 1.3355
Low 1.3015 1.2912 -0.0103 -0.8% 1.3015
Close 1.3015 1.2912 -0.0103 -0.8% 1.3015
Range
ATR 0.0103 0.0103 0.0000 0.0% 0.0000
Volume 96 641 545 567.7% 564
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.2912 1.2912 1.2912
R3 1.2912 1.2912 1.2912
R2 1.2912 1.2912 1.2912
R1 1.2912 1.2912 1.2912 1.2912
PP 1.2912 1.2912 1.2912 1.2912
S1 1.2912 1.2912 1.2912 1.2912
S2 1.2912 1.2912 1.2912
S3 1.2912 1.2912 1.2912
S4 1.2912 1.2912 1.2912
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4148 1.3922 1.3202
R3 1.3808 1.3582 1.3109
R2 1.3468 1.3468 1.3077
R1 1.3242 1.3242 1.3046 1.3185
PP 1.3128 1.3128 1.3128 1.3100
S1 1.2902 1.2902 1.2984 1.2845
S2 1.2788 1.2788 1.2953
S3 1.2448 1.2562 1.2922
S4 1.2108 1.2222 1.2828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3284 1.2912 0.0372 2.9% 0.0000 0.0% 0% False True 204
10 1.3399 1.2912 0.0487 3.8% 0.0000 0.0% 0% False True 167
20 1.3636 1.2912 0.0724 5.6% 0.0000 0.0% 0% False True 157
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 1.2912
2.618 1.2912
1.618 1.2912
1.000 1.2912
0.618 1.2912
HIGH 1.2912
0.618 1.2912
0.500 1.2912
0.382 1.2912
LOW 1.2912
0.618 1.2912
1.000 1.2912
1.618 1.2912
2.618 1.2912
4.250 1.2912
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 1.2912 1.3038
PP 1.2912 1.2996
S1 1.2912 1.2954

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

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