CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 1.3296 1.3296 0.0000 0.0% 1.3220
High 1.3296 1.3422 0.0126 0.9% 1.3374
Low 1.3240 1.3221 -0.0019 -0.1% 1.2965
Close 1.3261 1.3367 0.0106 0.8% 1.3261
Range 0.0056 0.0201 0.0145 258.9% 0.0409
ATR 0.0161 0.0164 0.0003 1.8% 0.0000
Volume 210 48 -162 -77.1% 1,248
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 1.3940 1.3854 1.3478
R3 1.3739 1.3653 1.3422
R2 1.3538 1.3538 1.3404
R1 1.3452 1.3452 1.3385 1.3495
PP 1.3337 1.3337 1.3337 1.3358
S1 1.3251 1.3251 1.3349 1.3294
S2 1.3136 1.3136 1.3330
S3 1.2935 1.3050 1.3312
S4 1.2734 1.2849 1.3256
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 1.3422 1.2965 0.0457 3.4% 0.0166 1.2% 88% True False 238
10 1.3422 1.2876 0.0546 4.1% 0.0163 1.2% 90% True False 193
20 1.3545 1.2876 0.0669 5.0% 0.0150 1.1% 73% False False 180
40 1.3735 1.2621 0.1114 8.3% 0.0147 1.1% 67% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4276
2.618 1.3948
1.618 1.3747
1.000 1.3623
0.618 1.3546
HIGH 1.3422
0.618 1.3345
0.500 1.3322
0.382 1.3298
LOW 1.3221
0.618 1.3097
1.000 1.3020
1.618 1.2896
2.618 1.2695
4.250 1.2367
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 1.3352 1.3348
PP 1.3337 1.3329
S1 1.3322 1.3310

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

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