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

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

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