CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 1.2766 1.2847 0.0081 0.6% 1.2840
High 1.2880 1.3015 0.0135 1.0% 1.3303
Low 1.2694 1.2800 0.0106 0.8% 1.2774
Close 1.2818 1.2997 0.0179 1.4% 1.2776
Range 0.0186 0.0215 0.0029 15.6% 0.0529
ATR 0.0234 0.0233 -0.0001 -0.6% 0.0000
Volume 235 210 -25 -10.6% 975
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3582 1.3505 1.3115
R3 1.3367 1.3290 1.3056
R2 1.3152 1.3152 1.3036
R1 1.3075 1.3075 1.3017 1.3114
PP 1.2937 1.2937 1.2937 1.2957
S1 1.2860 1.2860 1.2977 1.2899
S2 1.2722 1.2722 1.2958
S3 1.2507 1.2645 1.2938
S4 1.2292 1.2430 1.2879
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4538 1.4186 1.3067
R3 1.4009 1.3657 1.2921
R2 1.3480 1.3480 1.2873
R1 1.3128 1.3128 1.2824 1.3040
PP 1.2951 1.2951 1.2951 1.2907
S1 1.2599 1.2599 1.2728 1.2511
S2 1.2422 1.2422 1.2679
S3 1.1893 1.2070 1.2631
S4 1.1364 1.1541 1.2485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3303 1.2694 0.0609 4.7% 0.0195 1.5% 50% False False 157
10 1.3303 1.2694 0.0609 4.7% 0.0214 1.6% 50% False False 262
20 1.3726 1.2694 0.1032 7.9% 0.0222 1.7% 29% False False 267
40 1.4590 1.2694 0.1896 14.6% 0.0219 1.7% 16% False False 181
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 0.0062
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3929
2.618 1.3578
1.618 1.3363
1.000 1.3230
0.618 1.3148
HIGH 1.3015
0.618 1.2933
0.500 1.2908
0.382 1.2882
LOW 1.2800
0.618 1.2667
1.000 1.2585
1.618 1.2452
2.618 1.2237
4.250 1.1886
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 1.2967 1.2950
PP 1.2937 1.2902
S1 1.2908 1.2855

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

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