CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 1.3545 1.3360 -0.0185 -1.4% 1.3249
High 1.3545 1.3360 -0.0185 -1.4% 1.3521
Low 1.3360 1.3240 -0.0120 -0.9% 1.3132
Close 1.3399 1.3255 -0.0144 -1.1% 1.3490
Range 0.0185 0.0120 -0.0065 -35.1% 0.0389
ATR 0.0171 0.0170 -0.0001 -0.5% 0.0000
Volume 152 49 -103 -67.8% 667
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3645 1.3570 1.3321
R3 1.3525 1.3450 1.3288
R2 1.3405 1.3405 1.3277
R1 1.3330 1.3330 1.3266 1.3308
PP 1.3285 1.3285 1.3285 1.3274
S1 1.3210 1.3210 1.3244 1.3188
S2 1.3165 1.3165 1.3233
S3 1.3045 1.3090 1.3222
S4 1.2925 1.2970 1.3189
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4548 1.4408 1.3704
R3 1.4159 1.4019 1.3597
R2 1.3770 1.3770 1.3561
R1 1.3630 1.3630 1.3526 1.3700
PP 1.3381 1.3381 1.3381 1.3416
S1 1.3241 1.3241 1.3454 1.3311
S2 1.2992 1.2992 1.3419
S3 1.2603 1.2852 1.3383
S4 1.2214 1.2463 1.3276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3545 1.3175 0.0370 2.8% 0.0152 1.1% 22% False False 141
10 1.3653 1.3132 0.0521 3.9% 0.0142 1.1% 24% False False 151
20 1.3735 1.2780 0.0955 7.2% 0.0150 1.1% 50% False False 98
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3870
2.618 1.3674
1.618 1.3554
1.000 1.3480
0.618 1.3434
HIGH 1.3360
0.618 1.3314
0.500 1.3300
0.382 1.3286
LOW 1.3240
0.618 1.3166
1.000 1.3120
1.618 1.3046
2.618 1.2926
4.250 1.2730
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 1.3300 1.3393
PP 1.3285 1.3347
S1 1.3270 1.3301

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

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