CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 1.3600 1.3321 -0.0279 -2.1% 1.3890
High 1.3654 1.3353 -0.0301 -2.2% 1.3890
Low 1.3349 1.3248 -0.0101 -0.8% 1.3270
Close 1.3366 1.3331 -0.0035 -0.3% 1.3366
Range 0.0305 0.0105 -0.0200 -65.6% 0.0620
ATR 0.0248 0.0238 -0.0009 -3.7% 0.0000
Volume 253 84 -169 -66.8% 846
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3626 1.3583 1.3389
R3 1.3521 1.3478 1.3360
R2 1.3416 1.3416 1.3350
R1 1.3373 1.3373 1.3341 1.3395
PP 1.3311 1.3311 1.3311 1.3321
S1 1.3268 1.3268 1.3321 1.3290
S2 1.3206 1.3206 1.3312
S3 1.3101 1.3163 1.3302
S4 1.2996 1.3058 1.3273
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 1.3726 1.3248 0.0478 3.6% 0.0196 1.5% 17% False True 159
10 1.4291 1.3248 0.1043 7.8% 0.0220 1.7% 8% False True 105
20 1.4590 1.3245 0.1345 10.1% 0.0228 1.7% 6% False False 121
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 0.0038
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3799
2.618 1.3628
1.618 1.3523
1.000 1.3458
0.618 1.3418
HIGH 1.3353
0.618 1.3313
0.500 1.3301
0.382 1.3288
LOW 1.3248
0.618 1.3183
1.000 1.3143
1.618 1.3078
2.618 1.2973
4.250 1.2802
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 1.3321 1.3487
PP 1.3311 1.3435
S1 1.3301 1.3383

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

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