CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 1.3099 1.3200 0.0101 0.8% 1.3321
High 1.3190 1.3289 0.0099 0.8% 1.3353
Low 1.2994 1.3144 0.0150 1.2% 1.2994
Close 1.3114 1.3192 0.0078 0.6% 1.3192
Range 0.0196 0.0145 -0.0051 -26.0% 0.0359
ATR 0.0233 0.0229 -0.0004 -1.8% 0.0000
Volume 938 326 -612 -65.2% 1,820
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3643 1.3563 1.3272
R3 1.3498 1.3418 1.3232
R2 1.3353 1.3353 1.3219
R1 1.3273 1.3273 1.3205 1.3241
PP 1.3208 1.3208 1.3208 1.3192
S1 1.3128 1.3128 1.3179 1.3096
S2 1.3063 1.3063 1.3165
S3 1.2918 1.2983 1.3152
S4 1.2773 1.2838 1.3112
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4257 1.4083 1.3389
R3 1.3898 1.3724 1.3291
R2 1.3539 1.3539 1.3258
R1 1.3365 1.3365 1.3225 1.3273
PP 1.3180 1.3180 1.3180 1.3133
S1 1.3006 1.3006 1.3159 1.2914
S2 1.2821 1.2821 1.3126
S3 1.2462 1.2647 1.3093
S4 1.2103 1.2288 1.2995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3353 1.2994 0.0359 2.7% 0.0169 1.3% 55% False False 364
10 1.3890 1.2994 0.0896 6.8% 0.0210 1.6% 22% False False 266
20 1.4590 1.2994 0.1596 12.1% 0.0203 1.5% 12% False False 186
Crabel Price Patterns
NR True
NR4 True
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 0.0038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3905
2.618 1.3669
1.618 1.3524
1.000 1.3434
0.618 1.3379
HIGH 1.3289
0.618 1.3234
0.500 1.3217
0.382 1.3199
LOW 1.3144
0.618 1.3054
1.000 1.2999
1.618 1.2909
2.618 1.2764
4.250 1.2528
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 1.3217 1.3175
PP 1.3208 1.3158
S1 1.3200 1.3142

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

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