CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 1.3890 1.3480 -0.0410 -3.0% 1.4169
High 1.3890 1.3480 -0.0410 -3.0% 1.4291
Low 1.3504 1.3270 -0.0234 -1.7% 1.3777
Close 1.3548 1.3467 -0.0081 -0.6% 1.3798
Range 0.0386 0.0210 -0.0176 -45.6% 0.0514
ATR 0.0242 0.0245 0.0003 1.1% 0.0000
Volume 134 235 101 75.4% 121
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4036 1.3961 1.3583
R3 1.3826 1.3751 1.3525
R2 1.3616 1.3616 1.3506
R1 1.3541 1.3541 1.3486 1.3474
PP 1.3406 1.3406 1.3406 1.3372
S1 1.3331 1.3331 1.3448 1.3264
S2 1.3196 1.3196 1.3429
S3 1.2986 1.3121 1.3409
S4 1.2776 1.2911 1.3352
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.5497 1.5162 1.4081
R3 1.4983 1.4648 1.3939
R2 1.4469 1.4469 1.3892
R1 1.4134 1.4134 1.3845 1.4045
PP 1.3955 1.3955 1.3955 1.3911
S1 1.3620 1.3620 1.3751 1.3531
S2 1.3441 1.3441 1.3704
S3 1.2927 1.3106 1.3657
S4 1.2413 1.2592 1.3515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4119 1.3270 0.0849 6.3% 0.0209 1.6% 23% False True 94
10 1.4291 1.3270 0.1021 7.6% 0.0170 1.3% 19% False True 77
20 1.4590 1.2779 0.1811 13.4% 0.0217 1.6% 38% False False 95
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4373
2.618 1.4030
1.618 1.3820
1.000 1.3690
0.618 1.3610
HIGH 1.3480
0.618 1.3400
0.500 1.3375
0.382 1.3350
LOW 1.3270
0.618 1.3140
1.000 1.3060
1.618 1.2930
2.618 1.2720
4.250 1.2378
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 1.3436 1.3582
PP 1.3406 1.3543
S1 1.3375 1.3505

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

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