CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 1.3520 1.3311 -0.0209 -1.5% 1.3636
High 1.3520 1.3311 -0.0209 -1.5% 1.3636
Low 1.3520 1.3311 -0.0209 -1.5% 1.3311
Close 1.3520 1.3311 -0.0209 -1.5% 1.3311
Range
ATR 0.0097 0.0105 0.0008 8.3% 0.0000
Volume 232 152 -80 -34.5% 799
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3311 1.3311 1.3311
R3 1.3311 1.3311 1.3311
R2 1.3311 1.3311 1.3311
R1 1.3311 1.3311 1.3311 1.3311
PP 1.3311 1.3311 1.3311 1.3311
S1 1.3311 1.3311 1.3311 1.3311
S2 1.3311 1.3311 1.3311
S3 1.3311 1.3311 1.3311
S4 1.3311 1.3311 1.3311
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4394 1.4178 1.3490
R3 1.4069 1.3853 1.3400
R2 1.3744 1.3744 1.3371
R1 1.3528 1.3528 1.3341 1.3474
PP 1.3419 1.3419 1.3419 1.3392
S1 1.3203 1.3203 1.3281 1.3149
S2 1.3094 1.3094 1.3251
S3 1.2769 1.2878 1.3222
S4 1.2444 1.2553 1.3132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3636 1.3311 0.0325 2.4% 0.0000 0.0% 0% False True 159
10 1.3664 1.2995 0.0669 5.0% 0.0035 0.3% 47% False False 104
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 1.3311
2.618 1.3311
1.618 1.3311
1.000 1.3311
0.618 1.3311
HIGH 1.3311
0.618 1.3311
0.500 1.3311
0.382 1.3311
LOW 1.3311
0.618 1.3311
1.000 1.3311
1.618 1.3311
2.618 1.3311
4.250 1.3311
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 1.3311 1.3442
PP 1.3311 1.3398
S1 1.3311 1.3355

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

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