CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 1.3659 1.3547 -0.0112 -0.8% 1.2925
High 1.3659 1.3578 -0.0081 -0.6% 1.3735
Low 1.3493 1.3472 -0.0021 -0.2% 1.2925
Close 1.3636 1.3525 -0.0111 -0.8% 1.3558
Range 0.0166 0.0106 -0.0060 -36.1% 0.0810
ATR 0.0177 0.0176 -0.0001 -0.5% 0.0000
Volume 106 49 -57 -53.8% 242
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3843 1.3790 1.3583
R3 1.3737 1.3684 1.3554
R2 1.3631 1.3631 1.3544
R1 1.3578 1.3578 1.3535 1.3552
PP 1.3525 1.3525 1.3525 1.3512
S1 1.3472 1.3472 1.3515 1.3446
S2 1.3419 1.3419 1.3506
S3 1.3313 1.3366 1.3496
S4 1.3207 1.3260 1.3467
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 1.3107 0.0628 4.6% 0.0223 1.7% 67% False False 70
10 1.3735 1.2780 0.0955 7.1% 0.0158 1.2% 78% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4029
2.618 1.3856
1.618 1.3750
1.000 1.3684
0.618 1.3644
HIGH 1.3578
0.618 1.3538
0.500 1.3525
0.382 1.3512
LOW 1.3472
0.618 1.3406
1.000 1.3366
1.618 1.3300
2.618 1.3194
4.250 1.3022
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 1.3525 1.3604
PP 1.3525 1.3577
S1 1.3525 1.3551

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

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