CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 1.3114 1.3320 0.0206 1.6% 1.3420
High 1.3323 1.3364 0.0041 0.3% 1.3450
Low 1.3112 1.2837 -0.0275 -2.1% 1.2999
Close 1.3216 1.2874 -0.0342 -2.6% 1.3216
Range 0.0211 0.0527 0.0316 149.8% 0.0451
ATR 0.0272 0.0290 0.0018 6.7% 0.0000
Volume 227,300 144,092 -83,208 -36.6% 887,977
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4606 1.4267 1.3164
R3 1.4079 1.3740 1.3019
R2 1.3552 1.3552 1.2971
R1 1.3213 1.3213 1.2922 1.3119
PP 1.3025 1.3025 1.3025 1.2978
S1 1.2686 1.2686 1.2826 1.2592
S2 1.2498 1.2498 1.2777
S3 1.1971 1.2159 1.2729
S4 1.1444 1.1632 1.2584
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4575 1.4346 1.3464
R3 1.4124 1.3895 1.3340
R2 1.3673 1.3673 1.3299
R1 1.3444 1.3444 1.3257 1.3333
PP 1.3222 1.3222 1.3222 1.3166
S1 1.2993 1.2993 1.3175 1.2882
S2 1.2771 1.2771 1.3133
S3 1.2320 1.2542 1.3092
S4 1.1869 1.2091 1.2968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3364 1.2837 0.0527 4.1% 0.0287 2.2% 7% True True 171,174
10 1.3770 1.2837 0.0933 7.2% 0.0291 2.3% 4% False True 170,760
20 1.4334 1.2837 0.1497 11.6% 0.0277 2.1% 2% False True 132,184
40 1.4687 1.2400 0.2287 17.8% 0.0275 2.1% 21% False False 90,373
60 1.4687 1.2351 0.2336 18.1% 0.0272 2.1% 22% False False 60,442
80 1.4687 1.2351 0.2336 18.1% 0.0257 2.0% 22% False False 45,815
100 1.4786 1.2351 0.2435 18.9% 0.0237 1.8% 21% False False 36,708
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 0.0053
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.5604
2.618 1.4744
1.618 1.4217
1.000 1.3891
0.618 1.3690
HIGH 1.3364
0.618 1.3163
0.500 1.3101
0.382 1.3038
LOW 1.2837
0.618 1.2511
1.000 1.2310
1.618 1.1984
2.618 1.1457
4.250 1.0597
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 1.3101 1.3101
PP 1.3025 1.3025
S1 1.2950 1.2950

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

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