CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 1.2588 1.2784 0.0196 1.6% 1.2590
High 1.2665 1.2830 0.0165 1.3% 1.2662
Low 1.2565 1.2620 0.0055 0.4% 1.2544
Close 1.2634 1.2642 0.0008 0.1% 1.2662
Range 0.0100 0.0210 0.0110 110.0% 0.0118
ATR 0.0107 0.0114 0.0007 6.9% 0.0000
Volume 13,820 31,403 17,583 127.2% 27,784
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3327 1.3195 1.2758
R3 1.3117 1.2985 1.2700
R2 1.2907 1.2907 1.2681
R1 1.2775 1.2775 1.2661 1.2736
PP 1.2697 1.2697 1.2697 1.2678
S1 1.2565 1.2565 1.2623 1.2526
S2 1.2487 1.2487 1.2604
S3 1.2277 1.2355 1.2584
S4 1.2067 1.2145 1.2527
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2977 1.2937 1.2727
R3 1.2859 1.2819 1.2694
R2 1.2741 1.2741 1.2684
R1 1.2701 1.2701 1.2673 1.2721
PP 1.2623 1.2623 1.2623 1.2633
S1 1.2583 1.2583 1.2651 1.2603
S2 1.2505 1.2505 1.2640
S3 1.2387 1.2465 1.2630
S4 1.2269 1.2347 1.2597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2830 1.2544 0.0286 2.3% 0.0062 0.5% 34% True False 12,247
10 1.2830 1.2544 0.0286 2.3% 0.0036 0.3% 34% True False 8,362
20 1.2894 1.2530 0.0364 2.9% 0.0022 0.2% 31% False False 4,479
40 1.3355 1.2530 0.0825 6.5% 0.0018 0.1% 14% False False 2,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 1.3723
2.618 1.3380
1.618 1.3170
1.000 1.3040
0.618 1.2960
HIGH 1.2830
0.618 1.2750
0.500 1.2725
0.382 1.2700
LOW 1.2620
0.618 1.2490
1.000 1.2410
1.618 1.2280
2.618 1.2070
4.250 1.1728
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 1.2725 1.2698
PP 1.2697 1.2679
S1 1.2670 1.2661

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

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