CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 1.2633 1.2808 0.0175 1.4% 1.2828
High 1.2876 1.2983 0.0107 0.8% 1.2876
Low 1.2556 1.2689 0.0133 1.1% 1.2512
Close 1.2834 1.2709 -0.0125 -1.0% 1.2834
Range 0.0320 0.0294 -0.0026 -8.1% 0.0364
ATR 0.0220 0.0225 0.0005 2.4% 0.0000
Volume 337 811 474 140.7% 2,397
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3676 1.3486 1.2871
R3 1.3382 1.3192 1.2790
R2 1.3088 1.3088 1.2763
R1 1.2898 1.2898 1.2736 1.2846
PP 1.2794 1.2794 1.2794 1.2768
S1 1.2604 1.2604 1.2682 1.2552
S2 1.2500 1.2500 1.2655
S3 1.2206 1.2310 1.2628
S4 1.1912 1.2016 1.2547
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 1.2983 1.2512 0.0471 3.7% 0.0244 1.9% 42% True False 641
10 1.3072 1.2512 0.0560 4.4% 0.0209 1.6% 35% False False 581
20 1.3303 1.2512 0.0791 6.2% 0.0208 1.6% 25% False False 398
40 1.4291 1.2512 0.1779 14.0% 0.0214 1.7% 11% False False 309
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4233
2.618 1.3753
1.618 1.3459
1.000 1.3277
0.618 1.3165
HIGH 1.2983
0.618 1.2871
0.500 1.2836
0.382 1.2801
LOW 1.2689
0.618 1.2507
1.000 1.2395
1.618 1.2213
2.618 1.1919
4.250 1.1440
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 1.2836 1.2770
PP 1.2794 1.2749
S1 1.2751 1.2729

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

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