CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 1.2600 1.2560 -0.0040 -0.3% 1.2933
High 1.2630 1.2750 0.0120 1.0% 1.3072
Low 1.2512 1.2560 0.0048 0.4% 1.2720
Close 1.2548 1.2679 0.0131 1.0% 1.2870
Range 0.0118 0.0190 0.0072 61.0% 0.0352
ATR 0.0213 0.0213 -0.0001 -0.4% 0.0000
Volume 1,301 503 -798 -61.3% 2,606
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3233 1.3146 1.2784
R3 1.3043 1.2956 1.2731
R2 1.2853 1.2853 1.2714
R1 1.2766 1.2766 1.2696 1.2810
PP 1.2663 1.2663 1.2663 1.2685
S1 1.2576 1.2576 1.2662 1.2620
S2 1.2473 1.2473 1.2644
S3 1.2283 1.2386 1.2627
S4 1.2093 1.2196 1.2575
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3943 1.3759 1.3064
R3 1.3591 1.3407 1.2967
R2 1.3239 1.3239 1.2935
R1 1.3055 1.3055 1.2902 1.2971
PP 1.2887 1.2887 1.2887 1.2846
S1 1.2703 1.2703 1.2838 1.2619
S2 1.2535 1.2535 1.2805
S3 1.2183 1.2351 1.2773
S4 1.1831 1.1999 1.2676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2920 1.2512 0.0408 3.2% 0.0181 1.4% 41% False False 761
10 1.3072 1.2512 0.0560 4.4% 0.0180 1.4% 30% False False 515
20 1.3303 1.2512 0.0791 6.2% 0.0197 1.6% 21% False False 385
40 1.4291 1.2512 0.1779 14.0% 0.0201 1.6% 9% False False 281
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3558
2.618 1.3247
1.618 1.3057
1.000 1.2940
0.618 1.2867
HIGH 1.2750
0.618 1.2677
0.500 1.2655
0.382 1.2633
LOW 1.2560
0.618 1.2443
1.000 1.2370
1.618 1.2253
2.618 1.2063
4.250 1.1753
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 1.2671 1.2676
PP 1.2663 1.2673
S1 1.2655 1.2670

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

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