CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 1.3488 1.3249 -0.0239 -1.8% 1.3659
High 1.3488 1.3249 -0.0239 -1.8% 1.3659
Low 1.3274 1.3132 -0.0142 -1.1% 1.3274
Close 1.3311 1.3171 -0.0140 -1.1% 1.3311
Range 0.0214 0.0117 -0.0097 -45.3% 0.0385
ATR 0.0174 0.0174 0.0000 0.2% 0.0000
Volume 152 128 -24 -15.8% 799
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3535 1.3470 1.3235
R3 1.3418 1.3353 1.3203
R2 1.3301 1.3301 1.3192
R1 1.3236 1.3236 1.3182 1.3210
PP 1.3184 1.3184 1.3184 1.3171
S1 1.3119 1.3119 1.3160 1.3093
S2 1.3067 1.3067 1.3150
S3 1.2950 1.3002 1.3139
S4 1.2833 1.2885 1.3107
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4570 1.4325 1.3523
R3 1.4185 1.3940 1.3417
R2 1.3800 1.3800 1.3382
R1 1.3555 1.3555 1.3346 1.3485
PP 1.3415 1.3415 1.3415 1.3380
S1 1.3170 1.3170 1.3276 1.3100
S2 1.3030 1.3030 1.3240
S3 1.2645 1.2785 1.3205
S4 1.2260 1.2400 1.3099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3653 1.3132 0.0521 4.0% 0.0133 1.0% 7% False True 164
10 1.3735 1.2958 0.0777 5.9% 0.0176 1.3% 27% False False 113
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3746
2.618 1.3555
1.618 1.3438
1.000 1.3366
0.618 1.3321
HIGH 1.3249
0.618 1.3204
0.500 1.3191
0.382 1.3177
LOW 1.3132
0.618 1.3060
1.000 1.3015
1.618 1.2943
2.618 1.2826
4.250 1.2635
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 1.3191 1.3347
PP 1.3184 1.3288
S1 1.3178 1.3230

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

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