CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 1.3629 1.3600 -0.0029 -0.2% 1.3367
High 1.3629 1.3600 -0.0029 -0.2% 1.3615
Low 1.3629 1.3600 -0.0029 -0.2% 1.3285
Close 1.3629 1.3600 -0.0029 -0.2% 1.3612
Range
ATR 0.0091 0.0087 -0.0004 -4.9% 0.0000
Volume 389 547 158 40.6% 1,146
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 1.3600 1.3600 1.3600
R3 1.3600 1.3600 1.3600
R2 1.3600 1.3600 1.3600
R1 1.3600 1.3600 1.3600 1.3600
PP 1.3600 1.3600 1.3600 1.3600
S1 1.3600 1.3600 1.3600 1.3600
S2 1.3600 1.3600 1.3600
S3 1.3600 1.3600 1.3600
S4 1.3600 1.3600 1.3600
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 1.3629 1.3366 0.0263 1.9% 0.0029 0.2% 89% False False 455
10 1.3629 1.3257 0.0372 2.7% 0.0021 0.2% 92% False False 333
20 1.3629 1.2912 0.0717 5.3% 0.0017 0.1% 96% False False 270
40 1.3664 1.2912 0.0752 5.5% 0.0017 0.1% 91% False False 196
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 1.3600
2.618 1.3600
1.618 1.3600
1.000 1.3600
0.618 1.3600
HIGH 1.3600
0.618 1.3600
0.500 1.3600
0.382 1.3600
LOW 1.3600
0.618 1.3600
1.000 1.3600
1.618 1.3600
2.618 1.3600
4.250 1.3600
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 1.3600 1.3609
PP 1.3600 1.3606
S1 1.3600 1.3603

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

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