CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 1.3171 1.3290 0.0119 0.9% 1.3636
High 1.3171 1.3290 0.0119 0.9% 1.3636
Low 1.3171 1.3290 0.0119 0.9% 1.3311
Close 1.3171 1.3290 0.0119 0.9% 1.3311
Range
ATR 0.0107 0.0108 0.0001 0.8% 0.0000
Volume 128 35 -93 -72.7% 799
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3290 1.3290 1.3290
R3 1.3290 1.3290 1.3290
R2 1.3290 1.3290 1.3290
R1 1.3290 1.3290 1.3290 1.3290
PP 1.3290 1.3290 1.3290 1.3290
S1 1.3290 1.3290 1.3290 1.3290
S2 1.3290 1.3290 1.3290
S3 1.3290 1.3290 1.3290
S4 1.3290 1.3290 1.3290
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 1.3573 1.3171 0.0402 3.0% 0.0000 0.0% 30% False False 161
10 1.3664 1.3140 0.0524 3.9% 0.0035 0.3% 29% False False 116
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 1.3290
2.618 1.3290
1.618 1.3290
1.000 1.3290
0.618 1.3290
HIGH 1.3290
0.618 1.3290
0.500 1.3290
0.382 1.3290
LOW 1.3290
0.618 1.3290
1.000 1.3290
1.618 1.3290
2.618 1.3290
4.250 1.3290
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 1.3290 1.3274
PP 1.3290 1.3257
S1 1.3290 1.3241

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

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