CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 1.3661 1.3659 -0.0002 0.0% 1.2925
High 1.3735 1.3659 -0.0076 -0.6% 1.3735
Low 1.3536 1.3493 -0.0043 -0.3% 1.2925
Close 1.3558 1.3636 0.0078 0.6% 1.3558
Range 0.0199 0.0166 -0.0033 -16.6% 0.0810
ATR 0.0000 0.0177 0.0177 0.0000
Volume 113 106 -7 -6.2% 242
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4094 1.4031 1.3727
R3 1.3928 1.3865 1.3682
R2 1.3762 1.3762 1.3666
R1 1.3699 1.3699 1.3651 1.3648
PP 1.3596 1.3596 1.3596 1.3570
S1 1.3533 1.3533 1.3621 1.3482
S2 1.3430 1.3430 1.3606
S3 1.3264 1.3367 1.3590
S4 1.3098 1.3201 1.3545
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.5836 1.5507 1.4004
R3 1.5026 1.4697 1.3781
R2 1.4216 1.4216 1.3707
R1 1.3887 1.3887 1.3632 1.4052
PP 1.3406 1.3406 1.3406 1.3488
S1 1.3077 1.3077 1.3484 1.3242
S2 1.2596 1.2596 1.3410
S3 1.1786 1.2267 1.3335
S4 1.0976 1.1457 1.3113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3735 1.2958 0.0777 5.7% 0.0218 1.6% 87% False False 61
10 1.3735 1.2700 0.1035 7.6% 0.0160 1.2% 90% False False 41
Crabel Price Patterns
NR True
NR4 True
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4365
2.618 1.4094
1.618 1.3928
1.000 1.3825
0.618 1.3762
HIGH 1.3659
0.618 1.3596
0.500 1.3576
0.382 1.3556
LOW 1.3493
0.618 1.3390
1.000 1.3327
1.618 1.3224
2.618 1.3058
4.250 1.2788
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 1.3616 1.3623
PP 1.3596 1.3610
S1 1.3576 1.3597

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

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