CME Euro FX (E) Future September 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	1.3980	1.3820	-0.0160	-1.1%	1.3450
High	1.3982	1.3970	-0.0012	-0.1%	1.4035
Low	1.3820	1.3785	-0.0035	-0.3%	1.3416
Close	1.3905	1.3950	0.0045	0.3%	1.4002
Range	0.0162	0.0185	0.0023	14.2%	0.0619
ATR	0.0165	0.0166	0.0001	0.9%	0.0000
Volume	4,639	2,333	-2,306	-49.7%	6,319

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4457	1.4388	1.4052
R3	1.4272	1.4203	1.4001
R2	1.4087	1.4087	1.3984
R1	1.4018	1.4018	1.3967	1.4053
PP	1.3902	1.3902	1.3902	1.3919
S1	1.3833	1.3833	1.3933	1.3868
S2	1.3717	1.3717	1.3916
S3	1.3532	1.3648	1.3899
S4	1.3347	1.3463	1.3848

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5675	1.5457	1.4342
R3	1.5056	1.4838	1.4172
R2	1.4437	1.4437	1.4115
R1	1.4219	1.4219	1.4059	1.4328
PP	1.3818	1.3818	1.3818	1.3872
S1	1.3600	1.3600	1.3945	1.3709
S2	1.3199	1.3199	1.3889
S3	1.2580	1.2981	1.3832
S4	1.1961	1.2362	1.3662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4035	1.3712	0.0323	2.3%	0.0172	1.2%	74%	False	False	2,601
10	1.4035	1.3416	0.0619	4.4%	0.0166	1.2%	86%	False	False	1,585
20	1.4035	1.3198	0.0837	6.0%	0.0159	1.1%	90%	False	False	959
40	1.4035	1.2876	0.1159	8.3%	0.0155	1.1%	93%	False	False	563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4756
2.618	1.4454
1.618	1.4269
1.000	1.4155
0.618	1.4084
HIGH	1.3970
0.618	1.3899
0.500	1.3878
0.382	1.3856
LOW	1.3785
0.618	1.3671
1.000	1.3600
1.618	1.3486
2.618	1.3301
4.250	1.2999

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	1.3926	1.3934
PP	1.3902	1.3919
S1	1.3878	1.3903

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