CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 1.3307 1.3348 0.0041 0.3% 1.3012
High 1.3307 1.3350 0.0043 0.3% 1.3284
Low 1.3307 1.3285 -0.0022 -0.2% 1.3005
Close 1.3307 1.3343 0.0036 0.3% 1.3261
Range 0.0000 0.0065 0.0065 0.0279
ATR 0.0096 0.0094 -0.0002 -2.3% 0.0000
Volume 140 158 18 12.9% 1,248
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 1.3521 1.3497 1.3379
R3 1.3456 1.3432 1.3361
R2 1.3391 1.3391 1.3355
R1 1.3367 1.3367 1.3349 1.3347
PP 1.3326 1.3326 1.3326 1.3316
S1 1.3302 1.3302 1.3337 1.3282
S2 1.3261 1.3261 1.3331
S3 1.3196 1.3237 1.3325
S4 1.3131 1.3172 1.3307
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4020 1.3920 1.3414
R3 1.3741 1.3641 1.3338
R2 1.3462 1.3462 1.3312
R1 1.3362 1.3362 1.3287 1.3412
PP 1.3183 1.3183 1.3183 1.3209
S1 1.3083 1.3083 1.3235 1.3133
S2 1.2904 1.2904 1.3210
S3 1.2625 1.2804 1.3184
S4 1.2346 1.2525 1.3108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3367 1.3257 0.0110 0.8% 0.0013 0.1% 78% False False 211
10 1.3367 1.3005 0.0362 2.7% 0.0020 0.1% 93% False False 190
20 1.3367 1.2912 0.0455 3.4% 0.0010 0.1% 95% False False 185
40 1.3664 1.2815 0.0849 6.4% 0.0014 0.1% 62% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3626
2.618 1.3520
1.618 1.3455
1.000 1.3415
0.618 1.3390
HIGH 1.3350
0.618 1.3325
0.500 1.3318
0.382 1.3310
LOW 1.3285
0.618 1.3245
1.000 1.3220
1.618 1.3180
2.618 1.3115
4.250 1.3009
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 1.3335 1.3337
PP 1.3326 1.3332
S1 1.3318 1.3326

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.