CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 1.2804 1.2825 0.0021 0.2% 1.2590
High 1.2804 1.2880 0.0076 0.6% 1.2662
Low 1.2804 1.2750 -0.0054 -0.4% 1.2544
Close 1.2804 1.2864 0.0060 0.5% 1.2662
Range 0.0000 0.0130 0.0130 0.0118
ATR 0.0117 0.0118 0.0001 0.8% 0.0000
Volume 54,388 88,840 34,452 63.3% 27,784
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3221 1.3173 1.2936
R3 1.3091 1.3043 1.2900
R2 1.2961 1.2961 1.2888
R1 1.2913 1.2913 1.2876 1.2937
PP 1.2831 1.2831 1.2831 1.2844
S1 1.2783 1.2783 1.2852 1.2807
S2 1.2701 1.2701 1.2840
S3 1.2571 1.2653 1.2828
S4 1.2441 1.2523 1.2793
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 1.2880 1.2565 0.0315 2.4% 0.0088 0.7% 95% True False 39,116
10 1.2880 1.2544 0.0336 2.6% 0.0049 0.4% 95% True False 21,696
20 1.2880 1.2530 0.0350 2.7% 0.0028 0.2% 95% True False 11,619
40 1.3192 1.2530 0.0662 5.1% 0.0018 0.1% 50% False False 5,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3433
2.618 1.3220
1.618 1.3090
1.000 1.3010
0.618 1.2960
HIGH 1.2880
0.618 1.2830
0.500 1.2815
0.382 1.2800
LOW 1.2750
0.618 1.2670
1.000 1.2620
1.618 1.2540
2.618 1.2410
4.250 1.2198
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 1.2848 1.2826
PP 1.2831 1.2788
S1 1.2815 1.2750

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

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