CME Euro FX Future September 2009

Trading Metrics calculated at close of trading on 25-Mar-2009

Day Change Summary
	Previous	Current
	24-Mar-2009	25-Mar-2009	Change	Change %	Previous Week
Open	1.3525	1.3573	0.0048	0.4%	1.2995
High	1.3525	1.3573	0.0048	0.4%	1.3664
Low	1.3525	1.3573	0.0048	0.4%	1.2995
Close	1.3525	1.3573	0.0048	0.4%	1.3558
Range
ATR	0.0104	0.0100	-0.0004	-3.8%	0.0000
Volume	49	260	211	430.6%	242

Daily Pivots for day following 25-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.3573	1.3573	1.3573
R3	1.3573	1.3573	1.3573
R2	1.3573	1.3573	1.3573
R1	1.3573	1.3573	1.3573	1.3573
PP	1.3573	1.3573	1.3573	1.3573
S1	1.3573	1.3573	1.3573	1.3573
S2	1.3573	1.3573	1.3573
S3	1.3573	1.3573	1.3573
S4	1.3573	1.3573	1.3573

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5413	1.5154	1.3926
R3	1.4744	1.4485	1.3742
R2	1.4075	1.4075	1.3681
R1	1.3816	1.3816	1.3619	1.3946
PP	1.3406	1.3406	1.3406	1.3470
S1	1.3147	1.3147	1.3497	1.3277
S2	1.2737	1.2737	1.3435
S3	1.2068	1.2478	1.3374
S4	1.1399	1.1809	1.3190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3664	1.3525	0.0139	1.0%	0.0014	0.1%	35%	False	False	118
10	1.3664	1.2877	0.0787	5.8%	0.0035	0.3%	88%	False	False	69

Crabel Price Patterns
NR	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	1.3573
2.618	1.3573
1.618	1.3573
1.000	1.3573
0.618	1.3573
HIGH	1.3573
0.618	1.3573
0.500	1.3573
0.382	1.3573
LOW	1.3573
0.618	1.3573
1.000	1.3573
1.618	1.3573
2.618	1.3573
4.250	1.3573

Fisher Pivots for day following 25-Mar-2009
Pivot	1 day	3 day
R1	1.3573	1.3581
PP	1.3573	1.3578
S1	1.3573	1.3576

Download as Excel Spreadsheet

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

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