CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 1.2853 1.2918 0.0065 0.5% 1.3292
High 1.2855 1.2918 0.0063 0.5% 1.3355
Low 1.2845 1.2918 0.0073 0.6% 1.3025
Close 1.2853 1.2918 0.0065 0.5% 1.3192
Range 0.0010 0.0000 -0.0010 -100.0% 0.0330
ATR 0.0143 0.0138 -0.0006 -3.9% 0.0000
Volume 95 310 215 226.3% 1,820
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2918 1.2918 1.2918
R3 1.2918 1.2918 1.2918
R2 1.2918 1.2918 1.2918
R1 1.2918 1.2918 1.2918 1.2918
PP 1.2918 1.2918 1.2918 1.2918
S1 1.2918 1.2918 1.2918 1.2918
S2 1.2918 1.2918 1.2918
S3 1.2918 1.2918 1.2918
S4 1.2918 1.2918 1.2918
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4181 1.4016 1.3374
R3 1.3851 1.3686 1.3283
R2 1.3521 1.3521 1.3253
R1 1.3356 1.3356 1.3222 1.3274
PP 1.3191 1.3191 1.3191 1.3149
S1 1.3026 1.3026 1.3162 1.2944
S2 1.2861 1.2861 1.3132
S3 1.2531 1.2696 1.3101
S4 1.2201 1.2366 1.3011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3192 1.2845 0.0347 2.7% 0.0033 0.3% 21% False False 398
10 1.3665 1.2845 0.0820 6.3% 0.0038 0.3% 9% False False 270
20 1.4034 1.2845 0.1189 9.2% 0.0028 0.2% 6% False False 173
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2918
2.618 1.2918
1.618 1.2918
1.000 1.2918
0.618 1.2918
HIGH 1.2918
0.618 1.2918
0.500 1.2918
0.382 1.2918
LOW 1.2918
0.618 1.2918
1.000 1.2918
1.618 1.2918
2.618 1.2918
4.250 1.2918
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 1.2918 1.3019
PP 1.2918 1.2985
S1 1.2918 1.2952

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

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