CME Euro FX Future June 2009

Trading Metrics calculated at close of trading on 14-Jan-2009

Day Change Summary
	Previous	Current
	13-Jan-2009	14-Jan-2009	Change	Change %	Previous Week
Open	1.3122	1.3110	-0.0012	-0.1%	1.3548
High	1.3122	1.3110	-0.0012	-0.1%	1.3665
Low	1.3122	1.3110	-0.0012	-0.1%	1.3366
Close	1.3122	1.3110	-0.0012	-0.1%	1.3366
Range
ATR	0.0138	0.0129	-0.0009	-6.5%	0.0000
Volume	148	324	176	118.9%	846

Daily Pivots for day following 14-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3110	1.3110	1.3110
R3	1.3110	1.3110	1.3110
R2	1.3110	1.3110	1.3110
R1	1.3110	1.3110	1.3110	1.3110
PP	1.3110	1.3110	1.3110	1.3110
S1	1.3110	1.3110	1.3110	1.3110
S2	1.3110	1.3110	1.3110
S3	1.3110	1.3110	1.3110
S4	1.3110	1.3110	1.3110

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	1.3661	1.3110	0.0551	4.2%	0.0021	0.2%	0%	False	True	195
10	1.3900	1.3110	0.0790	6.0%	0.0031	0.2%	0%	False	True	144

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	0.0007

Fibonacci Retracements and Extensions
4.250	1.3110
2.618	1.3110
1.618	1.3110
1.000	1.3110
0.618	1.3110
HIGH	1.3110
0.618	1.3110
0.500	1.3110
0.382	1.3110
LOW	1.3110
0.618	1.3110
1.000	1.3110
1.618	1.3110
2.618	1.3110
4.250	1.3110

Fisher Pivots for day following 14-Jan-2009
Pivot	1 day	3 day
R1	1.3110	1.3233
PP	1.3110	1.3192
S1	1.3110	1.3151

Download as Excel Spreadsheet

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

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