CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 1.3284 1.3257 -0.0027 -0.2% 1.2912
High 1.3284 1.3257 -0.0027 -0.2% 1.3237
Low 1.3284 1.3257 -0.0027 -0.2% 1.2912
Close 1.3284 1.3257 -0.0027 -0.2% 1.3237
Range
ATR 0.0112 0.0106 -0.0006 -5.4% 0.0000
Volume 220 500 280 127.3% 1,281
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3257 1.3257 1.3257
R3 1.3257 1.3257 1.3257
R2 1.3257 1.3257 1.3257
R1 1.3257 1.3257 1.3257 1.3257
PP 1.3257 1.3257 1.3257 1.3257
S1 1.3257 1.3257 1.3257 1.3257
S2 1.3257 1.3257 1.3257
S3 1.3257 1.3257 1.3257
S4 1.3257 1.3257 1.3257
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4104 1.3995 1.3416
R3 1.3779 1.3670 1.3326
R2 1.3454 1.3454 1.3297
R1 1.3345 1.3345 1.3267 1.3400
PP 1.3129 1.3129 1.3129 1.3156
S1 1.3020 1.3020 1.3207 1.3075
S2 1.2804 1.2804 1.3177
S3 1.2479 1.2695 1.3148
S4 1.2154 1.2370 1.3058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3284 1.3005 0.0279 2.1% 0.0027 0.2% 90% False False 236
10 1.3284 1.2912 0.0372 2.8% 0.0014 0.1% 93% False False 241
20 1.3490 1.2912 0.0578 4.4% 0.0007 0.1% 60% False False 188
40 1.3664 1.2554 0.1110 8.4% 0.0012 0.1% 63% False False 131
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3257
2.618 1.3257
1.618 1.3257
1.000 1.3257
0.618 1.3257
HIGH 1.3257
0.618 1.3257
0.500 1.3257
0.382 1.3257
LOW 1.3257
0.618 1.3257
1.000 1.3257
1.618 1.3257
2.618 1.3257
4.250 1.3257
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 1.3257 1.3242
PP 1.3257 1.3227
S1 1.3257 1.3212

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

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