CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 1.2825 1.2984 0.0159 1.2% 1.3321
High 1.3046 1.3050 0.0004 0.0% 1.3353
Low 1.2800 1.2894 0.0094 0.7% 1.2994
Close 1.2918 1.2996 0.0078 0.6% 1.3192
Range 0.0246 0.0156 -0.0090 -36.6% 0.0359
ATR 0.0252 0.0245 -0.0007 -2.7% 0.0000
Volume 310 802 492 158.7% 1,820
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3448 1.3378 1.3082
R3 1.3292 1.3222 1.3039
R2 1.3136 1.3136 1.3025
R1 1.3066 1.3066 1.3010 1.3101
PP 1.2980 1.2980 1.2980 1.2998
S1 1.2910 1.2910 1.2982 1.2945
S2 1.2824 1.2824 1.2967
S3 1.2668 1.2754 1.2953
S4 1.2512 1.2598 1.2910
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4257 1.4083 1.3389
R3 1.3898 1.3724 1.3291
R2 1.3539 1.3539 1.3258
R1 1.3365 1.3365 1.3225 1.3273
PP 1.3180 1.3180 1.3180 1.3133
S1 1.3006 1.3006 1.3159 1.2914
S2 1.2821 1.2821 1.3126
S3 1.2462 1.2647 1.3093
S4 1.2103 1.2288 1.2995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3350 1.2800 0.0550 4.2% 0.0266 2.0% 36% False False 371
10 1.3654 1.2800 0.0854 6.6% 0.0233 1.8% 23% False False 360
20 1.4291 1.2800 0.1491 11.5% 0.0210 1.6% 13% False False 216
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3713
2.618 1.3458
1.618 1.3302
1.000 1.3206
0.618 1.3146
HIGH 1.3050
0.618 1.2990
0.500 1.2972
0.382 1.2954
LOW 1.2894
0.618 1.2798
1.000 1.2738
1.618 1.2642
2.618 1.2486
4.250 1.2231
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 1.2988 1.3075
PP 1.2980 1.3049
S1 1.2972 1.3022

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

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