CME Euro FX Future June 2009

Trading Metrics calculated at close of trading on 31-Dec-2008

Day Change Summary
	Previous	Current
	30-Dec-2008	31-Dec-2008	Change	Change %	Previous Week
Open	1.4028	1.3893	-0.0135	-1.0%	1.3910
High	1.4028	1.3893	-0.0135	-1.0%	1.4017
Low	1.4028	1.3893	-0.0135	-1.0%	1.3870
Close	1.4028	1.3893	-0.0135	-1.0%	1.4017
Range
ATR
Volume	62	10	-52	-83.9%	286

Daily Pivots for day following 31-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3893	1.3893	1.3893
R3	1.3893	1.3893	1.3893
R2	1.3893	1.3893	1.3893
R1	1.3893	1.3893	1.3893	1.3893
PP	1.3893	1.3893	1.3893	1.3893
S1	1.3893	1.3893	1.3893	1.3893
S2	1.3893	1.3893	1.3893
S3	1.3893	1.3893	1.3893
S4	1.3893	1.3893	1.3893

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.4409	1.4360	1.4098
R3	1.4262	1.4213	1.4057
R2	1.4115	1.4115	1.4044
R1	1.4066	1.4066	1.4030	1.4091
PP	1.3968	1.3968	1.3968	1.3980
S1	1.3919	1.3919	1.4004	1.3944
S2	1.3821	1.3821	1.3990
S3	1.3674	1.3772	1.3977
S4	1.3527	1.3625	1.3936

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4034	1.3893	0.0141	1.0%	0.0000	0.0%	0%	False	True	20
10	1.4287	1.3829	0.0458	3.3%	0.0009	0.1%	14%	False	False	118

Crabel Price Patterns
NR	False
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	0.0004

Fibonacci Retracements and Extensions
4.250	1.3893
2.618	1.3893
1.618	1.3893
1.000	1.3893
0.618	1.3893
HIGH	1.3893
0.618	1.3893
0.500	1.3893
0.382	1.3893
LOW	1.3893
0.618	1.3893
1.000	1.3893
1.618	1.3893
2.618	1.3893
4.250	1.3893

Fisher Pivots for day following 31-Dec-2008
Pivot	1 day	3 day
R1	1.3893	1.3964
PP	1.3893	1.3940
S1	1.3893	1.3917

Download as Excel Spreadsheet

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

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