CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 1.3450 1.3524 0.0074 0.6% 1.3612
High 1.3550 1.3650 0.0100 0.7% 1.3700
Low 1.3416 1.3524 0.0108 0.8% 1.3453
Close 1.3526 1.3637 0.0111 0.8% 1.3463
Range 0.0134 0.0126 -0.0008 -6.0% 0.0247
ATR 0.0159 0.0157 -0.0002 -1.5% 0.0000
Volume 234 375 141 60.3% 2,443
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 1.3982 1.3935 1.3706
R3 1.3856 1.3809 1.3672
R2 1.3730 1.3730 1.3660
R1 1.3683 1.3683 1.3649 1.3707
PP 1.3604 1.3604 1.3604 1.3615
S1 1.3557 1.3557 1.3625 1.3581
S2 1.3478 1.3478 1.3614
S3 1.3352 1.3431 1.3602
S4 1.3226 1.3305 1.3568
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% 0.0143 1.1% 78% False False 424
10 1.3700 1.3242 0.0458 3.4% 0.0152 1.1% 86% False False 401
20 1.3700 1.2876 0.0824 6.0% 0.0160 1.2% 92% False False 295
40 1.3700 1.2876 0.0824 6.0% 0.0147 1.1% 92% False False 228
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 True
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4186
2.618 1.3980
1.618 1.3854
1.000 1.3776
0.618 1.3728
HIGH 1.3650
0.618 1.3602
0.500 1.3587
0.382 1.3572
LOW 1.3524
0.618 1.3446
1.000 1.3398
1.618 1.3320
2.618 1.3194
4.250 1.2989
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 1.3620 1.3602
PP 1.3604 1.3568
S1 1.3587 1.3533

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

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