CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 1.2818 1.2997 0.0179 1.4% 1.3112
High 1.2818 1.2997 0.0179 1.4% 1.3152
Low 1.2818 1.2997 0.0179 1.4% 1.2776
Close 1.2818 1.2997 0.0179 1.4% 1.2776
Range
ATR 0.0118 0.0122 0.0004 3.7% 0.0000
Volume 235 210 -25 -10.6% 975
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2997 1.2997 1.2997
R3 1.2997 1.2997 1.2997
R2 1.2997 1.2997 1.2997
R1 1.2997 1.2997 1.2997 1.2997
PP 1.2997 1.2997 1.2997 1.2997
S1 1.2997 1.2997 1.2997 1.2997
S2 1.2997 1.2997 1.2997
S3 1.2997 1.2997 1.2997
S4 1.2997 1.2997 1.2997
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4029 1.3779 1.2983
R3 1.3653 1.3403 1.2879
R2 1.3277 1.3277 1.2845
R1 1.3027 1.3027 1.2810 1.2964
PP 1.2901 1.2901 1.2901 1.2870
S1 1.2651 1.2651 1.2742 1.2588
S2 1.2525 1.2525 1.2707
S3 1.2149 1.2275 1.2673
S4 1.1773 1.1899 1.2569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3111 1.2776 0.0335 2.6% 0.0000 0.0% 66% False False 157
10 1.3152 1.2776 0.0376 2.9% 0.0000 0.0% 59% False False 262
20 1.3665 1.2776 0.0889 6.8% 0.0019 0.1% 25% False False 262
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2997
2.618 1.2997
1.618 1.2997
1.000 1.2997
0.618 1.2997
HIGH 1.2997
0.618 1.2997
0.500 1.2997
0.382 1.2997
LOW 1.2997
0.618 1.2997
1.000 1.2997
1.618 1.2997
2.618 1.2997
4.250 1.2997
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 1.2997 1.2960
PP 1.2997 1.2923
S1 1.2997 1.2887

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

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