CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 1.3200 1.3033 -0.0167 -1.3% 1.3350
High 1.3303 1.3151 -0.0152 -1.1% 1.3350
Low 1.3080 1.2932 -0.0148 -1.1% 1.2751
Close 1.3111 1.2939 -0.0172 -1.3% 1.2957
Range 0.0223 0.0219 -0.0004 -1.8% 0.0599
ATR 0.0246 0.0244 -0.0002 -0.8% 0.0000
Volume 120 147 27 22.5% 1,625
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3664 1.3521 1.3059
R3 1.3445 1.3302 1.2999
R2 1.3226 1.3226 1.2979
R1 1.3083 1.3083 1.2959 1.3045
PP 1.3007 1.3007 1.3007 1.2989
S1 1.2864 1.2864 1.2919 1.2826
S2 1.2788 1.2788 1.2899
S3 1.2569 1.2645 1.2879
S4 1.2350 1.2426 1.2819
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4816 1.4486 1.3286
R3 1.4217 1.3887 1.3122
R2 1.3618 1.3618 1.3067
R1 1.3288 1.3288 1.3012 1.3154
PP 1.3019 1.3019 1.3019 1.2952
S1 1.2689 1.2689 1.2902 1.2555
S2 1.2420 1.2420 1.2847
S3 1.1821 1.2090 1.2792
S4 1.1222 1.1491 1.2628
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3303 1.2751 0.0552 4.3% 0.0242 1.9% 34% False False 198
10 1.3350 1.2751 0.0599 4.6% 0.0254 2.0% 31% False False 284
20 1.3893 1.2751 0.1142 8.8% 0.0230 1.8% 16% False False 261
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 0.0054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4082
2.618 1.3724
1.618 1.3505
1.000 1.3370
0.618 1.3286
HIGH 1.3151
0.618 1.3067
0.500 1.3042
0.382 1.3016
LOW 1.2932
0.618 1.2797
1.000 1.2713
1.618 1.2578
2.618 1.2359
4.250 1.2001
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 1.3042 1.3118
PP 1.3007 1.3058
S1 1.2973 1.2999

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

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