CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 1.2828 1.2600 -0.0228 -1.8% 1.2933
High 1.2828 1.2630 -0.0198 -1.5% 1.3072
Low 1.2530 1.2512 -0.0018 -0.1% 1.2720
Close 1.2615 1.2548 -0.0067 -0.5% 1.2870
Range 0.0298 0.0118 -0.0180 -60.4% 0.0352
ATR 0.0221 0.0213 -0.0007 -3.3% 0.0000
Volume 256 1,301 1,045 408.2% 2,606
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2917 1.2851 1.2613
R3 1.2799 1.2733 1.2580
R2 1.2681 1.2681 1.2570
R1 1.2615 1.2615 1.2559 1.2589
PP 1.2563 1.2563 1.2563 1.2551
S1 1.2497 1.2497 1.2537 1.2471
S2 1.2445 1.2445 1.2526
S3 1.2327 1.2379 1.2516
S4 1.2209 1.2261 1.2483
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 1.2959 1.2512 0.0447 3.6% 0.0170 1.4% 8% False True 714
10 1.3072 1.2512 0.0560 4.5% 0.0186 1.5% 6% False True 488
20 1.3303 1.2512 0.0791 6.3% 0.0200 1.6% 5% False True 375
40 1.4291 1.2512 0.1779 14.2% 0.0200 1.6% 2% False True 275
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3132
2.618 1.2939
1.618 1.2821
1.000 1.2748
0.618 1.2703
HIGH 1.2630
0.618 1.2585
0.500 1.2571
0.382 1.2557
LOW 1.2512
0.618 1.2439
1.000 1.2394
1.618 1.2321
2.618 1.2203
4.250 1.2011
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 1.2571 1.2716
PP 1.2563 1.2660
S1 1.2556 1.2604

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

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