CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 1.2784 1.2804 0.0020 0.2% 1.2590
High 1.2830 1.2804 -0.0026 -0.2% 1.2662
Low 1.2620 1.2804 0.0184 1.5% 1.2544
Close 1.2642 1.2804 0.0162 1.3% 1.2662
Range 0.0210 0.0000 -0.0210 -100.0% 0.0118
ATR 0.0114 0.0117 0.0003 3.0% 0.0000
Volume 31,403 54,388 22,985 73.2% 27,784
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2804 1.2804 1.2804
R3 1.2804 1.2804 1.2804
R2 1.2804 1.2804 1.2804
R1 1.2804 1.2804 1.2804 1.2804
PP 1.2804 1.2804 1.2804 1.2804
S1 1.2804 1.2804 1.2804 1.2804
S2 1.2804 1.2804 1.2804
S3 1.2804 1.2804 1.2804
S4 1.2804 1.2804 1.2804
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 2.2% 0.0062 0.5% 91% False False 22,305
10 1.2830 1.2544 0.0286 2.2% 0.0036 0.3% 91% False False 12,914
20 1.2894 1.2530 0.0364 2.8% 0.0022 0.2% 75% False False 7,190
40 1.3192 1.2530 0.0662 5.2% 0.0015 0.1% 41% False False 3,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2804
2.618 1.2804
1.618 1.2804
1.000 1.2804
0.618 1.2804
HIGH 1.2804
0.618 1.2804
0.500 1.2804
0.382 1.2804
LOW 1.2804
0.618 1.2804
1.000 1.2804
1.618 1.2804
2.618 1.2804
4.250 1.2804
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 1.2804 1.2769
PP 1.2804 1.2733
S1 1.2804 1.2698

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

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