CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 1.2784 1.2930 0.0146 1.1% 1.2818
High 1.2784 1.2930 0.0146 1.1% 1.2997
Low 1.2784 1.2930 0.0146 1.1% 1.2784
Close 1.2784 1.2930 0.0146 1.1% 1.2930
Range
ATR 0.0120 0.0122 0.0002 1.6% 0.0000
Volume 245 241 -4 -1.6% 1,171
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2930 1.2930 1.2930
R3 1.2930 1.2930 1.2930
R2 1.2930 1.2930 1.2930
R1 1.2930 1.2930 1.2930 1.2930
PP 1.2930 1.2930 1.2930 1.2930
S1 1.2930 1.2930 1.2930 1.2930
S2 1.2930 1.2930 1.2930
S3 1.2930 1.2930 1.2930
S4 1.2930 1.2930 1.2930
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3543 1.3449 1.3047
R3 1.3330 1.3236 1.2989
R2 1.3117 1.3117 1.2969
R1 1.3023 1.3023 1.2950 1.3070
PP 1.2904 1.2904 1.2904 1.2927
S1 1.2810 1.2810 1.2910 1.2857
S2 1.2691 1.2691 1.2891
S3 1.2478 1.2597 1.2871
S4 1.2265 1.2384 1.2813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2997 1.2784 0.0213 1.6% 0.0000 0.0% 69% False False 234
10 1.3152 1.2776 0.0376 2.9% 0.0000 0.0% 41% False False 214
20 1.3366 1.2776 0.0590 4.6% 0.0014 0.1% 26% False False 275
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 1.2930
2.618 1.2930
1.618 1.2930
1.000 1.2930
0.618 1.2930
HIGH 1.2930
0.618 1.2930
0.500 1.2930
0.382 1.2930
LOW 1.2930
0.618 1.2930
1.000 1.2930
1.618 1.2930
2.618 1.2930
4.250 1.2930
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 1.2930 1.2906
PP 1.2930 1.2881
S1 1.2930 1.2857

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

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