CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 18-May-2009

Day Change Summary
	Previous	Current
	15-May-2009	18-May-2009	Change	Change %	Previous Week
Open	1.3613	1.3450	-0.0163	-1.2%	1.3612
High	1.3632	1.3550	-0.0082	-0.6%	1.3700
Low	1.3453	1.3416	-0.0037	-0.3%	1.3453
Close	1.3463	1.3526	0.0063	0.5%	1.3463
Range	0.0179	0.0134	-0.0045	-25.1%	0.0247
ATR	0.0161	0.0159	-0.0002	-1.2%	0.0000
Volume	236	234	-2	-0.8%	2,443

Daily Pivots for day following 18-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3899	1.3847	1.3600
R3	1.3765	1.3713	1.3563
R2	1.3631	1.3631	1.3551
R1	1.3579	1.3579	1.3538	1.3605
PP	1.3497	1.3497	1.3497	1.3511
S1	1.3445	1.3445	1.3514	1.3471
S2	1.3363	1.3363	1.3501
S3	1.3229	1.3311	1.3489
S4	1.3095	1.3177	1.3452

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4280	1.4118	1.3599
R3	1.4033	1.3871	1.3531
R2	1.3786	1.3786	1.3508
R1	1.3624	1.3624	1.3486	1.3582
PP	1.3539	1.3539	1.3539	1.3517
S1	1.3377	1.3377	1.3440	1.3335
S2	1.3292	1.3292	1.3418
S3	1.3045	1.3130	1.3395
S4	1.2798	1.2883	1.3327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3700	1.3416	0.0284	2.1%	0.0139	1.0%	39%	False	True	427
10	1.3700	1.3242	0.0458	3.4%	0.0153	1.1%	62%	False	False	377
20	1.3700	1.2876	0.0824	6.1%	0.0158	1.2%	79%	False	False	285
40	1.3700	1.2876	0.0824	6.1%	0.0148	1.1%	79%	False	False	221

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Bull Hook	False
Stretch	0.0032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4120
2.618	1.3901
1.618	1.3767
1.000	1.3684
0.618	1.3633
HIGH	1.3550
0.618	1.3499
0.500	1.3483
0.382	1.3467
LOW	1.3416
0.618	1.3333
1.000	1.3282
1.618	1.3199
2.618	1.3065
4.250	1.2847

Fisher Pivots for day following 18-May-2009
Pivot	1 day	3 day
R1	1.3512	1.3533
PP	1.3497	1.3531
S1	1.3483	1.3528

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