CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 1.2717 1.2620 -0.0097 -0.8% 1.2808
High 1.2733 1.2629 -0.0104 -0.8% 1.2983
Low 1.2609 1.2549 -0.0060 -0.5% 1.2609
Close 1.2695 1.2570 -0.0125 -1.0% 1.2695
Range 0.0124 0.0080 -0.0044 -35.5% 0.0374
ATR 0.0206 0.0201 -0.0004 -2.1% 0.0000
Volume 730 6,046 5,316 728.2% 12,009
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2823 1.2776 1.2614
R3 1.2743 1.2696 1.2592
R2 1.2663 1.2663 1.2585
R1 1.2616 1.2616 1.2577 1.2600
PP 1.2583 1.2583 1.2583 1.2574
S1 1.2536 1.2536 1.2563 1.2520
S2 1.2503 1.2503 1.2555
S3 1.2423 1.2456 1.2548
S4 1.2343 1.2376 1.2526
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3884 1.3664 1.2901
R3 1.3510 1.3290 1.2798
R2 1.3136 1.3136 1.2764
R1 1.2916 1.2916 1.2729 1.2839
PP 1.2762 1.2762 1.2762 1.2724
S1 1.2542 1.2542 1.2661 1.2465
S2 1.2388 1.2388 1.2626
S3 1.2014 1.2168 1.2592
S4 1.1640 1.1794 1.2489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2868 1.2549 0.0319 2.5% 0.0134 1.1% 7% False True 3,448
10 1.2983 1.2512 0.0471 3.7% 0.0189 1.5% 12% False False 2,045
20 1.3072 1.2512 0.0560 4.5% 0.0187 1.5% 10% False False 1,211
40 1.3890 1.2512 0.1378 11.0% 0.0209 1.7% 4% False False 737
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.2969
2.618 1.2838
1.618 1.2758
1.000 1.2709
0.618 1.2678
HIGH 1.2629
0.618 1.2598
0.500 1.2589
0.382 1.2580
LOW 1.2549
0.618 1.2500
1.000 1.2469
1.618 1.2420
2.618 1.2340
4.250 1.2209
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 1.2589 1.2675
PP 1.2583 1.2640
S1 1.2576 1.2605

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

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