CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 1.3140 1.3664 0.0524 4.0% 1.2648
High 1.3421 1.3664 0.0243 1.8% 1.2914
Low 1.3140 1.3664 0.0524 4.0% 1.2648
Close 1.3429 1.3664 0.0235 1.7% 1.2914
Range 0.0281 0.0000 -0.0281 -100.0% 0.0266
ATR
Volume 19 66 47 247.4% 96
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3664 1.3664 1.3664
R3 1.3664 1.3664 1.3664
R2 1.3664 1.3664 1.3664
R1 1.3664 1.3664 1.3664 1.3664
PP 1.3664 1.3664 1.3664 1.3664
S1 1.3664 1.3664 1.3664 1.3664
S2 1.3664 1.3664 1.3664
S3 1.3664 1.3664 1.3664
S4 1.3664 1.3664 1.3664
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3623 1.3535 1.3060
R3 1.3357 1.3269 1.2987
R2 1.3091 1.3091 1.2963
R1 1.3003 1.3003 1.2938 1.3047
PP 1.2825 1.2825 1.2825 1.2848
S1 1.2737 1.2737 1.2890 1.2781
S2 1.2559 1.2559 1.2865
S3 1.2293 1.2471 1.2841
S4 1.2027 1.2205 1.2768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3664 1.2914 0.0750 5.5% 0.0056 0.4% 100% True False 28
10 1.3664 1.2648 0.1016 7.4% 0.0028 0.2% 100% True False 30
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 False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3664
2.618 1.3664
1.618 1.3664
1.000 1.3664
0.618 1.3664
HIGH 1.3664
0.618 1.3664
0.500 1.3664
0.382 1.3664
LOW 1.3664
0.618 1.3664
1.000 1.3664
1.618 1.3664
2.618 1.3664
4.250 1.3664
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 1.3664 1.3557
PP 1.3664 1.3449
S1 1.3664 1.3342

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

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