CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 1.3279 1.3217 -0.0062 -0.5% 1.3890
High 1.3279 1.3251 -0.0028 -0.2% 1.3890
Low 1.3087 1.3046 -0.0041 -0.3% 1.3270
Close 1.3122 1.3110 -0.0012 -0.1% 1.3366
Range 0.0192 0.0205 0.0013 6.8% 0.0620
ATR 0.0239 0.0236 -0.0002 -1.0% 0.0000
Volume 148 324 176 118.9% 846
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3751 1.3635 1.3223
R3 1.3546 1.3430 1.3166
R2 1.3341 1.3341 1.3148
R1 1.3225 1.3225 1.3129 1.3181
PP 1.3136 1.3136 1.3136 1.3113
S1 1.3020 1.3020 1.3091 1.2976
S2 1.2931 1.2931 1.3072
S3 1.2726 1.2815 1.3054
S4 1.2521 1.2610 1.2997
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 1.3046 0.0680 5.2% 0.0212 1.6% 9% False True 195
10 1.4000 1.3046 0.0954 7.3% 0.0209 1.6% 7% False True 144
20 1.4590 1.3046 0.1544 11.8% 0.0229 1.8% 4% False True 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4122
2.618 1.3788
1.618 1.3583
1.000 1.3456
0.618 1.3378
HIGH 1.3251
0.618 1.3173
0.500 1.3149
0.382 1.3124
LOW 1.3046
0.618 1.2919
1.000 1.2841
1.618 1.2714
2.618 1.2509
4.250 1.2175
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 1.3149 1.3200
PP 1.3136 1.3170
S1 1.3123 1.3140

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

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