CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1.2957 1.3112 0.0155 1.2% 1.2853
High 1.2957 1.3112 0.0155 1.2% 1.2996
Low 1.2957 1.3112 0.0155 1.2% 1.2845
Close 1.2957 1.3112 0.0155 1.2% 1.2957
Range
ATR 0.0127 0.0129 0.0002 1.6% 0.0000
Volume 92 260 168 182.6% 1,299
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3112 1.3112 1.3112
R3 1.3112 1.3112 1.3112
R2 1.3112 1.3112 1.3112
R1 1.3112 1.3112 1.3112 1.3112
PP 1.3112 1.3112 1.3112 1.3112
S1 1.3112 1.3112 1.3112 1.3112
S2 1.3112 1.3112 1.3112
S3 1.3112 1.3112 1.3112
S4 1.3112 1.3112 1.3112
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3386 1.3322 1.3040
R3 1.3235 1.3171 1.2999
R2 1.3084 1.3084 1.2985
R1 1.3020 1.3020 1.2971 1.3052
PP 1.2933 1.2933 1.2933 1.2949
S1 1.2869 1.2869 1.2943 1.2901
S2 1.2782 1.2782 1.2929
S3 1.2631 1.2718 1.2915
S4 1.2480 1.2567 1.2874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3112 1.2845 0.0267 2.0% 0.0002 0.0% 100% True False 311
10 1.3355 1.2845 0.0510 3.9% 0.0027 0.2% 52% False False 337
20 1.4034 1.2845 0.1189 9.1% 0.0024 0.2% 22% False False 217
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.3112
2.618 1.3112
1.618 1.3112
1.000 1.3112
0.618 1.3112
HIGH 1.3112
0.618 1.3112
0.500 1.3112
0.382 1.3112
LOW 1.3112
0.618 1.3112
1.000 1.3112
1.618 1.3112
2.618 1.3112
4.250 1.3112
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1.3112 1.3086
PP 1.3112 1.3060
S1 1.3112 1.3035

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

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