CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 1.2712 1.2840 0.0128 1.0% 1.2828
High 1.2868 1.2866 -0.0002 0.0% 1.2876
Low 1.2693 1.2687 -0.0006 0.0% 1.2512
Close 1.2847 1.2709 -0.0138 -1.1% 1.2834
Range 0.0175 0.0179 0.0004 2.3% 0.0364
ATR 0.0222 0.0219 -0.0003 -1.4% 0.0000
Volume 577 8,871 8,294 1,437.4% 2,397
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3291 1.3179 1.2807
R3 1.3112 1.3000 1.2758
R2 1.2933 1.2933 1.2742
R1 1.2821 1.2821 1.2725 1.2788
PP 1.2754 1.2754 1.2754 1.2737
S1 1.2642 1.2642 1.2693 1.2609
S2 1.2575 1.2575 1.2676
S3 1.2396 1.2463 1.2660
S4 1.2217 1.2284 1.2611
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 1.2556 0.0427 3.4% 0.0232 1.8% 36% False False 2,219
10 1.2983 1.2512 0.0471 3.7% 0.0201 1.6% 42% False False 1,467
20 1.3303 1.2512 0.0791 6.2% 0.0200 1.6% 25% False False 838
40 1.4119 1.2512 0.1607 12.6% 0.0212 1.7% 12% False False 545
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3627
2.618 1.3335
1.618 1.3156
1.000 1.3045
0.618 1.2977
HIGH 1.2866
0.618 1.2798
0.500 1.2777
0.382 1.2755
LOW 1.2687
0.618 1.2576
1.000 1.2508
1.618 1.2397
2.618 1.2218
4.250 1.1926
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 1.2777 1.2835
PP 1.2754 1.2793
S1 1.2732 1.2751

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

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