CME Euro FX Future June 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	1.3661	1.3366	-0.0295	-2.2%	1.3548
High	1.3661	1.3366	-0.0295	-2.2%	1.3665
Low	1.3661	1.3366	-0.0295	-2.2%	1.3366
Close	1.3661	1.3366	-0.0295	-2.2%	1.3366
Range
ATR	0.0122	0.0134	0.0012	10.1%	0.0000
Volume	168	253	85	50.6%	846

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3366	1.3366	1.3366
R3	1.3366	1.3366	1.3366
R2	1.3366	1.3366	1.3366
R1	1.3366	1.3366	1.3366	1.3366
PP	1.3366	1.3366	1.3366	1.3366
S1	1.3366	1.3366	1.3366	1.3366
S2	1.3366	1.3366	1.3366
S3	1.3366	1.3366	1.3366
S4	1.3366	1.3366	1.3366

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4363	1.4163	1.3530
R3	1.4064	1.3864	1.3448
R2	1.3765	1.3765	1.3421
R1	1.3565	1.3565	1.3393	1.3516
PP	1.3466	1.3466	1.3466	1.3441
S1	1.3266	1.3266	1.3339	1.3217
S2	1.3167	1.3167	1.3311
S3	1.2868	1.2967	1.3284
S4	1.2569	1.2668	1.3202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3665	1.3366	0.0299	2.2%	0.0021	0.2%	0%	False	True	169
10	1.4034	1.3366	0.0668	5.0%	0.0020	0.1%	0%	False	True	97

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	0.0002

Fibonacci Retracements and Extensions
4.250	1.3366
2.618	1.3366
1.618	1.3366
1.000	1.3366
0.618	1.3366
HIGH	1.3366
0.618	1.3366
0.500	1.3366
0.382	1.3366
LOW	1.3366
0.618	1.3366
1.000	1.3366
1.618	1.3366
2.618	1.3366
4.250	1.3366

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	1.3366	1.3516
PP	1.3366	1.3466
S1	1.3366	1.3416

Download as Excel Spreadsheet

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

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