CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 1.3366 1.3484 0.0118 0.9% 1.3367
High 1.3366 1.3615 0.0249 1.9% 1.3615
Low 1.3366 1.3470 0.0104 0.8% 1.3285
Close 1.3366 1.3612 0.0246 1.8% 1.3612
Range 0.0000 0.0145 0.0145 0.0330
ATR 0.0089 0.0100 0.0011 12.9% 0.0000
Volume 322 478 156 48.4% 1,146
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.4001 1.3951 1.3692
R3 1.3856 1.3806 1.3652
R2 1.3711 1.3711 1.3639
R1 1.3661 1.3661 1.3625 1.3686
PP 1.3566 1.3566 1.3566 1.3578
S1 1.3516 1.3516 1.3599 1.3541
S2 1.3421 1.3421 1.3585
S3 1.3276 1.3371 1.3572
S4 1.3131 1.3226 1.3532
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.4494 1.4383 1.3794
R3 1.4164 1.4053 1.3703
R2 1.3834 1.3834 1.3673
R1 1.3723 1.3723 1.3642 1.3779
PP 1.3504 1.3504 1.3504 1.3532
S1 1.3393 1.3393 1.3582 1.3449
S2 1.3174 1.3174 1.3552
S3 1.2844 1.3063 1.3521
S4 1.2514 1.2733 1.3431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3615 1.3285 0.0330 2.4% 0.0042 0.3% 99% True False 229
10 1.3615 1.3005 0.0610 4.5% 0.0035 0.3% 100% True False 239
20 1.3615 1.2912 0.0703 5.2% 0.0017 0.1% 100% True False 211
40 1.3664 1.2912 0.0752 5.5% 0.0017 0.1% 93% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.4231
2.618 1.3995
1.618 1.3850
1.000 1.3760
0.618 1.3705
HIGH 1.3615
0.618 1.3560
0.500 1.3543
0.382 1.3525
LOW 1.3470
0.618 1.3380
1.000 1.3325
1.618 1.3235
2.618 1.3090
4.250 1.2854
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 1.3589 1.3558
PP 1.3566 1.3504
S1 1.3543 1.3450

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

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