CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 1.3348 1.3366 0.0018 0.1% 1.3012
High 1.3350 1.3366 0.0016 0.1% 1.3284
Low 1.3285 1.3366 0.0081 0.6% 1.3005
Close 1.3343 1.3366 0.0023 0.2% 1.3261
Range 0.0065 0.0000 -0.0065 -100.0% 0.0279
ATR 0.0094 0.0089 -0.0005 -5.4% 0.0000
Volume 158 322 164 103.8% 1,248
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 1.3366 1.3366 1.3366
R3 1.3366 1.3366 1.3366
R2 1.3366 1.3366 1.3366
R1 1.3366 1.3366 1.3366 1.3366
PP 1.3366 1.3366 1.3366 1.3366
S1 1.3366 1.3366 1.3366 1.3366
S2 1.3366 1.3366 1.3366
S3 1.3366 1.3366 1.3366
S4 1.3366 1.3366 1.3366
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4020 1.3920 1.3414
R3 1.3741 1.3641 1.3338
R2 1.3462 1.3462 1.3312
R1 1.3362 1.3362 1.3287 1.3412
PP 1.3183 1.3183 1.3183 1.3209
S1 1.3083 1.3083 1.3235 1.3133
S2 1.2904 1.2904 1.3210
S3 1.2625 1.2804 1.3184
S4 1.2346 1.2525 1.3108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3367 1.3261 0.0106 0.8% 0.0013 0.1% 99% False False 175
10 1.3367 1.3005 0.0362 2.7% 0.0020 0.1% 100% False False 205
20 1.3367 1.2912 0.0455 3.4% 0.0010 0.1% 100% False False 194
40 1.3664 1.2877 0.0787 5.9% 0.0014 0.1% 62% False False 149
Crabel Price Patterns
NR True
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3366
2.618 1.3366
1.618 1.3366
1.000 1.3366
0.618 1.3366
HIGH 1.3366
0.618 1.3366
0.500 1.3366
0.382 1.3366
LOW 1.3366
0.618 1.3366
1.000 1.3366
1.618 1.3366
2.618 1.3366
4.250 1.3366
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 1.3366 1.3353
PP 1.3366 1.3339
S1 1.3366 1.3326

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

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