CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 1.3110 1.3114 0.0004 0.0% 1.3548
High 1.3110 1.3180 0.0070 0.5% 1.3665
Low 1.3110 1.3025 -0.0085 -0.6% 1.3366
Close 1.3110 1.3114 0.0004 0.0% 1.3366
Range 0.0000 0.0155 0.0155 0.0299
ATR 0.0129 0.0131 0.0002 1.4% 0.0000
Volume 324 938 614 189.5% 846
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3571 1.3498 1.3199
R3 1.3416 1.3343 1.3157
R2 1.3261 1.3261 1.3142
R1 1.3188 1.3188 1.3128 1.3192
PP 1.3106 1.3106 1.3106 1.3108
S1 1.3033 1.3033 1.3100 1.3037
S2 1.2951 1.2951 1.3086
S3 1.2796 1.2878 1.3071
S4 1.2641 1.2723 1.3029
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 1.3366 1.3025 0.0341 2.6% 0.0052 0.4% 26% False True 349
10 1.3900 1.3025 0.0875 6.7% 0.0046 0.4% 10% False True 237
20 1.4287 1.3025 0.1262 9.6% 0.0027 0.2% 7% False True 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3839
2.618 1.3586
1.618 1.3431
1.000 1.3335
0.618 1.3276
HIGH 1.3180
0.618 1.3121
0.500 1.3103
0.382 1.3084
LOW 1.3025
0.618 1.2929
1.000 1.2870
1.618 1.2774
2.618 1.2619
4.250 1.2366
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 1.3110 1.3110
PP 1.3106 1.3106
S1 1.3103 1.3103

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

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