CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 1.3966 1.4040 0.0074 0.5% 1.4027
High 1.3982 1.4052 0.0070 0.5% 1.4052
Low 1.3918 1.4040 0.0122 0.9% 1.3890
Close 1.3920 1.4017 0.0097 0.7% 1.4017
Range 0.0064 0.0012 -0.0052 -81.3% 0.0162
ATR 0.0247 0.0239 -0.0008 -3.3% 0.0000
Volume 9 6 -3 -33.3% 286
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4072 1.4057 1.4024
R3 1.4060 1.4045 1.4020
R2 1.4048 1.4048 1.4019
R1 1.4033 1.4033 1.4018 1.4035
PP 1.4036 1.4036 1.4036 1.4037
S1 1.4021 1.4021 1.4016 1.4023
S2 1.4024 1.4024 1.4015
S3 1.4012 1.4009 1.4014
S4 1.4000 1.3997 1.4010
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4472 1.4407 1.4106
R3 1.4310 1.4245 1.4062
R2 1.4148 1.4148 1.4047
R1 1.4083 1.4083 1.4032 1.4035
PP 1.3986 1.3986 1.3986 1.3962
S1 1.3921 1.3921 1.4002 1.3873
S2 1.3824 1.3824 1.3987
S3 1.3662 1.3759 1.3972
S4 1.3500 1.3597 1.3928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4234 1.3789 0.0445 3.2% 0.0142 1.0% 51% False False 72
10 1.4590 1.3245 0.1345 9.6% 0.0235 1.7% 57% False False 138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.4103
2.618 1.4083
1.618 1.4071
1.000 1.4064
0.618 1.4059
HIGH 1.4052
0.618 1.4047
0.500 1.4046
0.382 1.4045
LOW 1.4040
0.618 1.4033
1.000 1.4028
1.618 1.4021
2.618 1.4009
4.250 1.3989
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 1.4046 1.4002
PP 1.4036 1.3986
S1 1.4027 1.3971

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

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