CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 1.3798 1.3548 -0.0250 -1.8% 1.4034
High 1.3900 1.3548 -0.0352 -2.5% 1.4034
Low 1.3805 1.3548 -0.0257 -1.9% 1.3805
Close 1.3798 1.3548 -0.0250 -1.8% 1.3798
Range 0.0095 0.0000 -0.0095 -100.0% 0.0229
ATR
Volume 33 134 101 306.1% 121
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3548 1.3548 1.3548
R3 1.3548 1.3548 1.3548
R2 1.3548 1.3548 1.3548
R1 1.3548 1.3548 1.3548 1.3548
PP 1.3548 1.3548 1.3548 1.3548
S1 1.3548 1.3548 1.3548 1.3548
S2 1.3548 1.3548 1.3548
S3 1.3548 1.3548 1.3548
S4 1.3548 1.3548 1.3548
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4566 1.4411 1.3924
R3 1.4337 1.4182 1.3861
R2 1.4108 1.4108 1.3840
R1 1.3953 1.3953 1.3819 1.3916
PP 1.3879 1.3879 1.3879 1.3861
S1 1.3724 1.3724 1.3777 1.3687
S2 1.3650 1.3650 1.3756
S3 1.3421 1.3495 1.3735
S4 1.3192 1.3266 1.3672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4034 1.3548 0.0486 3.6% 0.0019 0.1% 0% False True 51
10 1.4034 1.3548 0.0486 3.6% 0.0018 0.1% 0% False True 61
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3548
2.618 1.3548
1.618 1.3548
1.000 1.3548
0.618 1.3548
HIGH 1.3548
0.618 1.3548
0.500 1.3548
0.382 1.3548
LOW 1.3548
0.618 1.3548
1.000 1.3548
1.618 1.3548
2.618 1.3548
4.250 1.3548
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 1.3548 1.3724
PP 1.3548 1.3665
S1 1.3548 1.3607

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

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