CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 1.3584 1.3600 0.0016 0.1% 1.3890
High 1.3726 1.3654 -0.0072 -0.5% 1.3890
Low 1.3473 1.3349 -0.0124 -0.9% 1.3270
Close 1.3661 1.3366 -0.0295 -2.2% 1.3366
Range 0.0253 0.0305 0.0052 20.6% 0.0620
ATR 0.0243 0.0248 0.0005 2.0% 0.0000
Volume 168 253 85 50.6% 846
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4371 1.4174 1.3534
R3 1.4066 1.3869 1.3450
R2 1.3761 1.3761 1.3422
R1 1.3564 1.3564 1.3394 1.3510
PP 1.3456 1.3456 1.3456 1.3430
S1 1.3259 1.3259 1.3338 1.3205
S2 1.3151 1.3151 1.3310
S3 1.2846 1.2954 1.3282
S4 1.2541 1.2649 1.3198
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5369 1.4987 1.3707
R3 1.4749 1.4367 1.3537
R2 1.4129 1.4129 1.3480
R1 1.3747 1.3747 1.3423 1.3628
PP 1.3509 1.3509 1.3509 1.3449
S1 1.3127 1.3127 1.3309 1.3008
S2 1.2889 1.2889 1.3252
S3 1.2269 1.2507 1.3196
S4 1.1649 1.1887 1.3025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3890 1.3270 0.0620 4.6% 0.0252 1.9% 15% False False 169
10 1.4291 1.3270 0.1021 7.6% 0.0211 1.6% 9% False False 97
20 1.4590 1.3109 0.1481 11.1% 0.0234 1.7% 17% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4950
2.618 1.4452
1.618 1.4147
1.000 1.3959
0.618 1.3842
HIGH 1.3654
0.618 1.3537
0.500 1.3502
0.382 1.3466
LOW 1.3349
0.618 1.3161
1.000 1.3044
1.618 1.2856
2.618 1.2551
4.250 1.2053
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 1.3502 1.3538
PP 1.3456 1.3480
S1 1.3411 1.3423

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

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