CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	1.2838	1.2785	-0.0053	-0.4%	1.2766
High	1.2884	1.2977	0.0093	0.7%	1.3060
Low	1.2760	1.2771	0.0011	0.1%	1.2694
Close	1.2784	1.2930	0.0146	1.1%	1.2930
Range	0.0124	0.0206	0.0082	66.1%	0.0366
ATR	0.0226	0.0225	-0.0001	-0.6%	0.0000
Volume	245	241	-4	-1.6%	1,171

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3511	1.3426	1.3043
R3	1.3305	1.3220	1.2987
R2	1.3099	1.3099	1.2968
R1	1.3014	1.3014	1.2949	1.3057
PP	1.2893	1.2893	1.2893	1.2914
S1	1.2808	1.2808	1.2911	1.2851
S2	1.2687	1.2687	1.2892
S3	1.2481	1.2602	1.2873
S4	1.2275	1.2396	1.2817

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3993	1.3827	1.3131
R3	1.3627	1.3461	1.3031
R2	1.3261	1.3261	1.2997
R1	1.3095	1.3095	1.2964	1.3178
PP	1.2895	1.2895	1.2895	1.2936
S1	1.2729	1.2729	1.2896	1.2812
S2	1.2529	1.2529	1.2863
S3	1.2163	1.2363	1.2829
S4	1.1797	1.1997	1.2729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3060	1.2694	0.0366	2.8%	0.0196	1.5%	64%	False	False	234
10	1.3303	1.2694	0.0609	4.7%	0.0208	1.6%	39%	False	False	214
20	1.3353	1.2694	0.0659	5.1%	0.0217	1.7%	36%	False	False	279
40	1.4590	1.2694	0.1896	14.7%	0.0226	1.7%	12%	False	False	198

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	0.0061
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3853
2.618	1.3516
1.618	1.3310
1.000	1.3183
0.618	1.3104
HIGH	1.2977
0.618	1.2898
0.500	1.2874
0.382	1.2850
LOW	1.2771
0.618	1.2644
1.000	1.2565
1.618	1.2438
2.618	1.2232
4.250	1.1896

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	1.2911	1.2923
PP	1.2893	1.2917
S1	1.2874	1.2910

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols