CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 1.2993 1.2856 -0.0137 -1.1% 1.2766
High 1.3060 1.2959 -0.0101 -0.8% 1.3060
Low 1.2809 1.2825 0.0016 0.1% 1.2694
Close 1.2854 1.2894 0.0040 0.3% 1.2930
Range 0.0251 0.0134 -0.0117 -46.6% 0.0366
ATR 0.0224 0.0217 -0.0006 -2.9% 0.0000
Volume 152 272 120 78.9% 1,171
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3295 1.3228 1.2968
R3 1.3161 1.3094 1.2931
R2 1.3027 1.3027 1.2919
R1 1.2960 1.2960 1.2906 1.2994
PP 1.2893 1.2893 1.2893 1.2909
S1 1.2826 1.2826 1.2882 1.2860
S2 1.2759 1.2759 1.2869
S3 1.2625 1.2692 1.2857
S4 1.2491 1.2558 1.2820
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 1.3072 1.2760 0.0312 2.4% 0.0179 1.4% 43% False False 269
10 1.3151 1.2694 0.0457 3.5% 0.0190 1.5% 44% False False 225
20 1.3350 1.2694 0.0656 5.1% 0.0221 1.7% 30% False False 294
40 1.4590 1.2694 0.1896 14.7% 0.0225 1.7% 11% False False 216
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3529
2.618 1.3310
1.618 1.3176
1.000 1.3093
0.618 1.3042
HIGH 1.2959
0.618 1.2908
0.500 1.2892
0.382 1.2876
LOW 1.2825
0.618 1.2742
1.000 1.2691
1.618 1.2608
2.618 1.2474
4.250 1.2256
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 1.2893 1.2941
PP 1.2893 1.2925
S1 1.2892 1.2910

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

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