CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 1.3600 1.3643 0.0043 0.3% 1.3367
High 1.3600 1.3643 0.0043 0.3% 1.3615
Low 1.3600 1.3643 0.0043 0.3% 1.3285
Close 1.3600 1.3643 0.0043 0.3% 1.3612
Range
ATR 0.0087 0.0083 -0.0003 -3.6% 0.0000
Volume 547 732 185 33.8% 1,146
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 1.3643 1.3643 1.3643
R3 1.3643 1.3643 1.3643
R2 1.3643 1.3643 1.3643
R1 1.3643 1.3643 1.3643 1.3643
PP 1.3643 1.3643 1.3643 1.3643
S1 1.3643 1.3643 1.3643 1.3643
S2 1.3643 1.3643 1.3643
S3 1.3643 1.3643 1.3643
S4 1.3643 1.3643 1.3643
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 1.3643 1.3470 0.0173 1.3% 0.0029 0.2% 100% True False 537
10 1.3643 1.3261 0.0382 2.8% 0.0021 0.2% 100% True False 356
20 1.3643 1.2912 0.0731 5.4% 0.0017 0.1% 100% True False 298
40 1.3664 1.2912 0.0752 5.5% 0.0010 0.1% 97% False False 214
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.3643
2.618 1.3643
1.618 1.3643
1.000 1.3643
0.618 1.3643
HIGH 1.3643
0.618 1.3643
0.500 1.3643
0.382 1.3643
LOW 1.3643
0.618 1.3643
1.000 1.3643
1.618 1.3643
2.618 1.3643
4.250 1.3643
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 1.3643 1.3636
PP 1.3643 1.3629
S1 1.3643 1.3622

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

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