CME Euro FX Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 1.2860 1.2607 -0.0253 -2.0% 1.3030
High 1.2910 1.2630 -0.0280 -2.2% 1.3070
Low 1.2830 1.2555 -0.0275 -2.1% 1.2720
Close 1.2874 1.2614 -0.0260 -2.0% 1.2874
Range 0.0080 0.0075 -0.0005 -6.3% 0.0350
ATR 0.0178 0.0188 0.0010 5.6% 0.0000
Volume 244,619 155,566 -89,053 -36.4% 1,098,934
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2825 1.2794 1.2655
R3 1.2750 1.2719 1.2635
R2 1.2675 1.2675 1.2628
R1 1.2644 1.2644 1.2621 1.2660
PP 1.2600 1.2600 1.2600 1.2607
S1 1.2569 1.2569 1.2607 1.2585
S2 1.2525 1.2525 1.2600
S3 1.2450 1.2494 1.2593
S4 1.2375 1.2419 1.2573
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3938 1.3756 1.3067
R3 1.3588 1.3406 1.2970
R2 1.3238 1.3238 1.2938
R1 1.3056 1.3056 1.2906 1.2972
PP 1.2888 1.2888 1.2888 1.2846
S1 1.2706 1.2706 1.2842 1.2622
S2 1.2538 1.2538 1.2810
S3 1.2188 1.2356 1.2778
S4 1.1838 1.2006 1.2682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3050 1.2555 0.0495 3.9% 0.0132 1.0% 12% False True 208,642
10 1.3070 1.2555 0.0515 4.1% 0.0127 1.0% 11% False True 199,304
20 1.3285 1.2555 0.0730 5.8% 0.0137 1.1% 8% False True 195,672
40 1.4615 1.2555 0.2060 16.3% 0.0143 1.1% 3% False True 167,193
60 1.4615 1.2475 0.2140 17.0% 0.0127 1.0% 6% False False 123,870
80 1.4615 1.2435 0.2180 17.3% 0.0102 0.8% 8% False False 93,034
100 1.4685 1.2435 0.2250 17.8% 0.0089 0.7% 8% False False 74,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2949
2.618 1.2826
1.618 1.2751
1.000 1.2705
0.618 1.2676
HIGH 1.2630
0.618 1.2601
0.500 1.2593
0.382 1.2584
LOW 1.2555
0.618 1.2509
1.000 1.2480
1.618 1.2434
2.618 1.2359
4.250 1.2236
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 1.2607 1.2733
PP 1.2600 1.2693
S1 1.2593 1.2654

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

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