CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	1.3304	1.3390	0.0086	0.6%	1.3296
High	1.3461	1.3636	0.0175	1.3%	1.3636
Low	1.3250	1.3388	0.0138	1.0%	1.3221
Close	1.3366	1.3612	0.0246	1.8%	1.3612
Range	0.0211	0.0248	0.0037	17.5%	0.0415
ATR	0.0163	0.0171	0.0008	4.7%	0.0000
Volume	322	478	156	48.4%	1,146

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4289	1.4199	1.3748
R3	1.4041	1.3951	1.3680
R2	1.3793	1.3793	1.3657
R1	1.3703	1.3703	1.3635	1.3748
PP	1.3545	1.3545	1.3545	1.3568
S1	1.3455	1.3455	1.3589	1.3500
S2	1.3297	1.3297	1.3567
S3	1.3049	1.3207	1.3544
S4	1.2801	1.2959	1.3476

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4735	1.4588	1.3840
R3	1.4320	1.4173	1.3726
R2	1.3905	1.3905	1.3688
R1	1.3758	1.3758	1.3650	1.3832
PP	1.3490	1.3490	1.3490	1.3526
S1	1.3343	1.3343	1.3574	1.3417
S2	1.3075	1.3075	1.3536
S3	1.2660	1.2928	1.3498
S4	1.2245	1.2513	1.3384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3636	1.3221	0.0415	3.0%	0.0186	1.4%	94%	True	False	229
10	1.3636	1.2965	0.0671	4.9%	0.0179	1.3%	96%	True	False	239
20	1.3636	1.2876	0.0760	5.6%	0.0157	1.2%	97%	True	False	211
40	1.3735	1.2876	0.0859	6.3%	0.0155	1.1%	86%	False	False	160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.4690
2.618	1.4285
1.618	1.4037
1.000	1.3884
0.618	1.3789
HIGH	1.3636
0.618	1.3541
0.500	1.3512
0.382	1.3483
LOW	1.3388
0.618	1.3235
1.000	1.3140
1.618	1.2987
2.618	1.2739
4.250	1.2334

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	1.3579	1.3554
PP	1.3545	1.3497
S1	1.3512	1.3439

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols