CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 1.2679 1.2834 0.0155 1.2% 1.2615
High 1.2720 1.2834 0.0114 0.9% 1.2834
Low 1.2668 1.2834 0.0166 1.3% 1.2530
Close 1.2679 1.2834 0.0155 1.2% 1.2834
Range 0.0052 0.0000 -0.0052 -100.0% 0.0304
ATR 0.0126 0.0128 0.0002 1.6% 0.0000
Volume 503 337 -166 -33.0% 2,397
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2834 1.2834 1.2834
R3 1.2834 1.2834 1.2834
R2 1.2834 1.2834 1.2834
R1 1.2834 1.2834 1.2834 1.2834
PP 1.2834 1.2834 1.2834 1.2834
S1 1.2834 1.2834 1.2834 1.2834
S2 1.2834 1.2834 1.2834
S3 1.2834 1.2834 1.2834
S4 1.2834 1.2834 1.2834
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3645 1.3543 1.3001
R3 1.3341 1.3239 1.2918
R2 1.3037 1.3037 1.2890
R1 1.2935 1.2935 1.2862 1.2986
PP 1.2733 1.2733 1.2733 1.2758
S1 1.2631 1.2631 1.2806 1.2682
S2 1.2429 1.2429 1.2778
S3 1.2125 1.2327 1.2750
S4 1.1821 1.2023 1.2667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2870 1.2530 0.0340 2.6% 0.0015 0.1% 89% False False 783
10 1.3010 1.2530 0.0480 3.7% 0.0008 0.1% 63% False False 524
20 1.3152 1.2530 0.0622 4.8% 0.0004 0.0% 49% False False 362
40 1.4034 1.2530 0.1504 11.7% 0.0014 0.1% 20% False False 281
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2834
2.618 1.2834
1.618 1.2834
1.000 1.2834
0.618 1.2834
HIGH 1.2834
0.618 1.2834
0.500 1.2834
0.382 1.2834
LOW 1.2834
0.618 1.2834
1.000 1.2834
1.618 1.2834
2.618 1.2834
4.250 1.2834
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 1.2834 1.2783
PP 1.2834 1.2733
S1 1.2834 1.2682

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

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