CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 1.3573 1.3520 -0.0053 -0.4% 1.2995
High 1.3573 1.3520 -0.0053 -0.4% 1.3664
Low 1.3573 1.3520 -0.0053 -0.4% 1.2995
Close 1.3573 1.3520 -0.0053 -0.4% 1.3558
Range
ATR 0.0100 0.0097 -0.0003 -3.4% 0.0000
Volume 260 232 -28 -10.8% 242
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3520 1.3520 1.3520
R3 1.3520 1.3520 1.3520
R2 1.3520 1.3520 1.3520
R1 1.3520 1.3520 1.3520 1.3520
PP 1.3520 1.3520 1.3520 1.3520
S1 1.3520 1.3520 1.3520 1.3520
S2 1.3520 1.3520 1.3520
S3 1.3520 1.3520 1.3520
S4 1.3520 1.3520 1.3520
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 1.3636 1.3520 0.0116 0.9% 0.0014 0.1% 0% False True 152
10 1.3664 1.2914 0.0750 5.5% 0.0035 0.3% 81% False False 90
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 1.3520
2.618 1.3520
1.618 1.3520
1.000 1.3520
0.618 1.3520
HIGH 1.3520
0.618 1.3520
0.500 1.3520
0.382 1.3520
LOW 1.3520
0.618 1.3520
1.000 1.3520
1.618 1.3520
2.618 1.3520
4.250 1.3520
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 1.3520 1.3547
PP 1.3520 1.3538
S1 1.3520 1.3529

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

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