CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 1.2916 1.2860 -0.0056 -0.4% 1.2933
High 1.2916 1.2920 0.0004 0.0% 1.3072
Low 1.2720 1.2816 0.0096 0.8% 1.2720
Close 1.2765 1.2870 0.0105 0.8% 1.2870
Range 0.0196 0.0104 -0.0092 -46.9% 0.0352
ATR 0.0216 0.0211 -0.0004 -2.0% 0.0000
Volume 223 1,522 1,299 582.5% 2,606
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3181 1.3129 1.2927
R3 1.3077 1.3025 1.2899
R2 1.2973 1.2973 1.2889
R1 1.2921 1.2921 1.2880 1.2947
PP 1.2869 1.2869 1.2869 1.2882
S1 1.2817 1.2817 1.2860 1.2843
S2 1.2765 1.2765 1.2851
S3 1.2661 1.2713 1.2841
S4 1.2557 1.2609 1.2813
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3943 1.3759 1.3064
R3 1.3591 1.3407 1.2967
R2 1.3239 1.3239 1.2935
R1 1.3055 1.3055 1.2902 1.2971
PP 1.2887 1.2887 1.2887 1.2846
S1 1.2703 1.2703 1.2838 1.2619
S2 1.2535 1.2535 1.2805
S3 1.2183 1.2351 1.2773
S4 1.1831 1.1999 1.2676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3072 1.2720 0.0352 2.7% 0.0173 1.3% 43% False False 521
10 1.3072 1.2694 0.0378 2.9% 0.0185 1.4% 47% False False 377
20 1.3350 1.2694 0.0656 5.1% 0.0219 1.7% 27% False False 318
40 1.4590 1.2694 0.1896 14.7% 0.0211 1.6% 9% False False 252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0047
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.3362
2.618 1.3192
1.618 1.3088
1.000 1.3024
0.618 1.2984
HIGH 1.2920
0.618 1.2880
0.500 1.2868
0.382 1.2856
LOW 1.2816
0.618 1.2752
1.000 1.2712
1.618 1.2648
2.618 1.2544
4.250 1.2374
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 1.2869 1.2860
PP 1.2869 1.2850
S1 1.2868 1.2840

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

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