CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	1.2560	1.2633	0.0073	0.6%	1.2828
High	1.2750	1.2876	0.0126	1.0%	1.2876
Low	1.2560	1.2556	-0.0004	0.0%	1.2512
Close	1.2679	1.2834	0.0155	1.2%	1.2834
Range	0.0190	0.0320	0.0130	68.4%	0.0364
ATR	0.0213	0.0220	0.0008	3.6%	0.0000
Volume	503	337	-166	-33.0%	2,397

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3715	1.3595	1.3010
R3	1.3395	1.3275	1.2922
R2	1.3075	1.3075	1.2893
R1	1.2955	1.2955	1.2863	1.3015
PP	1.2755	1.2755	1.2755	1.2786
S1	1.2635	1.2635	1.2805	1.2695
S2	1.2435	1.2435	1.2775
S3	1.2115	1.2315	1.2746
S4	1.1795	1.1995	1.2658

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3833	1.3697	1.3034
R3	1.3469	1.3333	1.2934
R2	1.3105	1.3105	1.2901
R1	1.2969	1.2969	1.2867	1.3037
PP	1.2741	1.2741	1.2741	1.2775
S1	1.2605	1.2605	1.2801	1.2673
S2	1.2377	1.2377	1.2767
S3	1.2013	1.2241	1.2734
S4	1.1649	1.1877	1.2634

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%	0.0206	1.6%	79%	False	False	783
10	1.3072	1.2512	0.0560	4.4%	0.0200	1.6%	58%	False	False	524
20	1.3303	1.2512	0.0791	6.2%	0.0206	1.6%	41%	False	False	362
40	1.4291	1.2512	0.1779	13.9%	0.0208	1.6%	18%	False	False	289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.4236
2.618	1.3714
1.618	1.3394
1.000	1.3196
0.618	1.3074
HIGH	1.2876
0.618	1.2754
0.500	1.2716
0.382	1.2678
LOW	1.2556
0.618	1.2358
1.000	1.2236
1.618	1.2038
2.618	1.1718
4.250	1.1196

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	1.2795	1.2787
PP	1.2755	1.2741
S1	1.2716	1.2694

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