CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 1.3612 1.3588 -0.0024 -0.2% 1.3296
High 1.3657 1.3685 0.0028 0.2% 1.3636
Low 1.3547 1.3580 0.0033 0.2% 1.3221
Close 1.3588 1.3629 0.0041 0.3% 1.3612
Range 0.0110 0.0105 -0.0005 -4.5% 0.0415
ATR 0.0166 0.0162 -0.0004 -2.6% 0.0000
Volume 539 389 -150 -27.8% 1,146
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 1.3946 1.3893 1.3687
R3 1.3841 1.3788 1.3658
R2 1.3736 1.3736 1.3648
R1 1.3683 1.3683 1.3639 1.3710
PP 1.3631 1.3631 1.3631 1.3645
S1 1.3578 1.3578 1.3619 1.3605
S2 1.3526 1.3526 1.3610
S3 1.3421 1.3473 1.3600
S4 1.3316 1.3368 1.3571
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 1.3685 1.3242 0.0443 3.3% 0.0160 1.2% 87% True False 377
10 1.3685 1.3125 0.0560 4.1% 0.0158 1.2% 90% True False 300
20 1.3685 1.2876 0.0809 5.9% 0.0154 1.1% 93% True False 247
40 1.3735 1.2876 0.0859 6.3% 0.0156 1.1% 88% False False 182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4131
2.618 1.3960
1.618 1.3855
1.000 1.3790
0.618 1.3750
HIGH 1.3685
0.618 1.3645
0.500 1.3633
0.382 1.3620
LOW 1.3580
0.618 1.3515
1.000 1.3475
1.618 1.3410
2.618 1.3305
4.250 1.3134
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 1.3633 1.3598
PP 1.3631 1.3567
S1 1.3630 1.3537

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

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