CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 1.2765 1.2870 0.0105 0.8% 1.3010
High 1.2765 1.2870 0.0105 0.8% 1.3010
Low 1.2765 1.2870 0.0105 0.8% 1.2765
Close 1.2765 1.2870 0.0105 0.8% 1.2870
Range
ATR 0.0116 0.0116 -0.0001 -0.7% 0.0000
Volume 223 1,522 1,299 582.5% 2,606
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2870 1.2870 1.2870
R3 1.2870 1.2870 1.2870
R2 1.2870 1.2870 1.2870
R1 1.2870 1.2870 1.2870 1.2870
PP 1.2870 1.2870 1.2870 1.2870
S1 1.2870 1.2870 1.2870 1.2870
S2 1.2870 1.2870 1.2870
S3 1.2870 1.2870 1.2870
S4 1.2870 1.2870 1.2870
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3617 1.3488 1.3005
R3 1.3372 1.3243 1.2937
R2 1.3127 1.3127 1.2915
R1 1.2998 1.2998 1.2892 1.2940
PP 1.2882 1.2882 1.2882 1.2853
S1 1.2753 1.2753 1.2848 1.2695
S2 1.2637 1.2637 1.2825
S3 1.2392 1.2508 1.2803
S4 1.2147 1.2263 1.2735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3010 1.2765 0.0245 1.9% 0.0000 0.0% 43% False False 521
10 1.3010 1.2765 0.0245 1.9% 0.0000 0.0% 43% False False 377
20 1.3192 1.2765 0.0427 3.3% 0.0001 0.0% 25% False False 318
40 1.4287 1.2765 0.1522 11.8% 0.0014 0.1% 7% False False 248
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2870
2.618 1.2870
1.618 1.2870
1.000 1.2870
0.618 1.2870
HIGH 1.2870
0.618 1.2870
0.500 1.2870
0.382 1.2870
LOW 1.2870
0.618 1.2870
1.000 1.2870
1.618 1.2870
2.618 1.2870
4.250 1.2870
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 1.2870 1.2857
PP 1.2870 1.2843
S1 1.2870 1.2830

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

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