CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 1.2709 1.2847 0.0138 1.1% 1.2615
High 1.2709 1.2847 0.0138 1.1% 1.2834
Low 1.2709 1.2847 0.0138 1.1% 1.2530
Close 1.2709 1.2847 0.0138 1.1% 1.2834
Range
ATR 0.0128 0.0129 0.0001 0.6% 0.0000
Volume 811 577 -234 -28.9% 2,397
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2847 1.2847 1.2847
R3 1.2847 1.2847 1.2847
R2 1.2847 1.2847 1.2847
R1 1.2847 1.2847 1.2847 1.2847
PP 1.2847 1.2847 1.2847 1.2847
S1 1.2847 1.2847 1.2847 1.2847
S2 1.2847 1.2847 1.2847
S3 1.2847 1.2847 1.2847
S4 1.2847 1.2847 1.2847
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 1.2847 1.2530 0.0317 2.5% 0.0015 0.1% 100% True False 705
10 1.2894 1.2530 0.0364 2.8% 0.0008 0.1% 87% False False 595
20 1.3152 1.2530 0.0622 4.8% 0.0004 0.0% 51% False False 413
40 1.4034 1.2530 0.1504 11.7% 0.0014 0.1% 21% False False 315
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.2847
2.618 1.2847
1.618 1.2847
1.000 1.2847
0.618 1.2847
HIGH 1.2847
0.618 1.2847
0.500 1.2847
0.382 1.2847
LOW 1.2847
0.618 1.2847
1.000 1.2847
1.618 1.2847
2.618 1.2847
4.250 1.2847
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 1.2847 1.2824
PP 1.2847 1.2801
S1 1.2847 1.2778

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

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