CME Euro FX (E) Future June 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	1.2620	1.2560	-0.0060	-0.5%	1.2808
High	1.2629	1.2676	0.0047	0.4%	1.2983
Low	1.2549	1.2520	-0.0029	-0.2%	1.2609
Close	1.2570	1.2589	0.0019	0.2%	1.2695
Range	0.0080	0.0156	0.0076	95.0%	0.0374
ATR	0.0201	0.0198	-0.0003	-1.6%	0.0000
Volume	6,046	5,725	-321	-5.3%	12,009

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3063	1.2982	1.2675
R3	1.2907	1.2826	1.2632
R2	1.2751	1.2751	1.2618
R1	1.2670	1.2670	1.2603	1.2711
PP	1.2595	1.2595	1.2595	1.2615
S1	1.2514	1.2514	1.2575	1.2555
S2	1.2439	1.2439	1.2560
S3	1.2283	1.2358	1.2546
S4	1.2127	1.2202	1.2503

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3884	1.3664	1.2901
R3	1.3510	1.3290	1.2798
R2	1.3136	1.3136	1.2764
R1	1.2916	1.2916	1.2729	1.2839
PP	1.2762	1.2762	1.2762	1.2724
S1	1.2542	1.2542	1.2661	1.2465
S2	1.2388	1.2388	1.2626
S3	1.2014	1.2168	1.2592
S4	1.1640	1.1794	1.2489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2866	1.2520	0.0346	2.7%	0.0130	1.0%	20%	False	True	4,478
10	1.2983	1.2512	0.0471	3.7%	0.0175	1.4%	16%	False	False	2,592
20	1.3072	1.2512	0.0560	4.4%	0.0185	1.5%	14%	False	False	1,485
40	1.3726	1.2512	0.1214	9.6%	0.0203	1.6%	6%	False	False	877

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3339
2.618	1.3084
1.618	1.2928
1.000	1.2832
0.618	1.2772
HIGH	1.2676
0.618	1.2616
0.500	1.2598
0.382	1.2580
LOW	1.2520
0.618	1.2424
1.000	1.2364
1.618	1.2268
2.618	1.2112
4.250	1.1857

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	1.2598	1.2627
PP	1.2595	1.2614
S1	1.2592	1.2602

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