CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	1.3390	1.3612	0.0222	1.7%	1.3296
High	1.3636	1.3657	0.0021	0.2%	1.3636
Low	1.3388	1.3547	0.0159	1.2%	1.3221
Close	1.3612	1.3588	-0.0024	-0.2%	1.3612
Range	0.0248	0.0110	-0.0138	-55.6%	0.0415
ATR	0.0171	0.0166	-0.0004	-2.5%	0.0000
Volume	478	539	61	12.8%	1,146

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3927	1.3868	1.3649
R3	1.3817	1.3758	1.3618
R2	1.3707	1.3707	1.3608
R1	1.3648	1.3648	1.3598	1.3623
PP	1.3597	1.3597	1.3597	1.3585
S1	1.3538	1.3538	1.3578	1.3513
S2	1.3487	1.3487	1.3568
S3	1.3377	1.3428	1.3558
S4	1.3267	1.3318	1.3528

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	1.3657	1.3242	0.0415	3.1%	0.0167	1.2%	83%	True	False	327
10	1.3657	1.2965	0.0692	5.1%	0.0167	1.2%	90%	True	False	282
20	1.3657	1.2876	0.0781	5.7%	0.0153	1.1%	91%	True	False	229
40	1.3735	1.2876	0.0859	6.3%	0.0157	1.2%	83%	False	False	173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0033
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4125
2.618	1.3945
1.618	1.3835
1.000	1.3767
0.618	1.3725
HIGH	1.3657
0.618	1.3615
0.500	1.3602
0.382	1.3589
LOW	1.3547
0.618	1.3479
1.000	1.3437
1.618	1.3369
2.618	1.3259
4.250	1.3080

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	1.3602	1.3543
PP	1.3597	1.3498
S1	1.3593	1.3454

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