CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 1.3905 1.3902 -0.0003 0.0% 1.3526
High 1.3905 1.3950 0.0045 0.3% 1.4002
Low 1.3905 1.3900 -0.0005 0.0% 1.3526
Close 1.3905 1.3950 0.0045 0.3% 1.4002
Range 0.0000 0.0050 0.0050 0.0476
ATR 0.0091 0.0088 -0.0003 -3.2% 0.0000
Volume 4,639 2,333 -2,306 -49.7% 6,319
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 1.4083 1.4067 1.3978
R3 1.4033 1.4017 1.3964
R2 1.3983 1.3983 1.3959
R1 1.3967 1.3967 1.3955 1.3975
PP 1.3933 1.3933 1.3933 1.3938
S1 1.3917 1.3917 1.3945 1.3925
S2 1.3883 1.3883 1.3941
S3 1.3833 1.3867 1.3936
S4 1.3783 1.3817 1.3923
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.5271 1.5113 1.4264
R3 1.4795 1.4637 1.4133
R2 1.4319 1.4319 1.4089
R1 1.4161 1.4161 1.4046 1.4240
PP 1.3843 1.3843 1.3843 1.3883
S1 1.3685 1.3685 1.3958 1.3764
S2 1.3367 1.3367 1.3915
S3 1.2891 1.3209 1.3871
S4 1.2415 1.2733 1.3740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4002 1.3876 0.0126 0.9% 0.0010 0.1% 59% False False 2,601
10 1.4002 1.3463 0.0539 3.9% 0.0016 0.1% 90% False False 1,585
20 1.4002 1.3257 0.0745 5.3% 0.0018 0.1% 93% False False 959
40 1.4002 1.2912 0.1090 7.8% 0.0013 0.1% 95% False False 563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4163
2.618 1.4081
1.618 1.4031
1.000 1.4000
0.618 1.3981
HIGH 1.3950
0.618 1.3931
0.500 1.3925
0.382 1.3919
LOW 1.3900
0.618 1.3869
1.000 1.3850
1.618 1.3819
2.618 1.3769
4.250 1.3688
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 1.3942 1.3945
PP 1.3933 1.3941
S1 1.3925 1.3936

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

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