CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 1.3245 1.3296 0.0051 0.4% 1.3220
High 1.3374 1.3296 -0.0078 -0.6% 1.3374
Low 1.3198 1.3240 0.0042 0.3% 1.2965
Close 1.3257 1.3261 0.0004 0.0% 1.3261
Range 0.0176 0.0056 -0.0120 -68.2% 0.0409
ATR 0.0169 0.0161 -0.0008 -4.8% 0.0000
Volume 500 210 -290 -58.0% 1,248
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.3434 1.3403 1.3292
R3 1.3378 1.3347 1.3276
R2 1.3322 1.3322 1.3271
R1 1.3291 1.3291 1.3266 1.3279
PP 1.3266 1.3266 1.3266 1.3259
S1 1.3235 1.3235 1.3256 1.3223
S2 1.3210 1.3210 1.3251
S3 1.3154 1.3179 1.3246
S4 1.3098 1.3123 1.3230
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4427 1.4253 1.3486
R3 1.4018 1.3844 1.3373
R2 1.3609 1.3609 1.3336
R1 1.3435 1.3435 1.3298 1.3522
PP 1.3200 1.3200 1.3200 1.3244
S1 1.3026 1.3026 1.3224 1.3113
S2 1.2791 1.2791 1.3186
S3 1.2382 1.2617 1.3149
S4 1.1973 1.2208 1.3036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3374 1.2965 0.0409 3.1% 0.0172 1.3% 72% False False 249
10 1.3374 1.2876 0.0498 3.8% 0.0156 1.2% 77% False False 252
20 1.3545 1.2876 0.0669 5.0% 0.0144 1.1% 58% False False 189
40 1.3735 1.2621 0.1114 8.4% 0.0145 1.1% 57% False False 136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.3534
2.618 1.3443
1.618 1.3387
1.000 1.3352
0.618 1.3331
HIGH 1.3296
0.618 1.3275
0.500 1.3268
0.382 1.3261
LOW 1.3240
0.618 1.3205
1.000 1.3184
1.618 1.3149
2.618 1.3093
4.250 1.3002
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 1.3268 1.3257
PP 1.3266 1.3253
S1 1.3263 1.3250

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

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