CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 1.3661 1.3366 -0.0295 -2.2% 1.3548
High 1.3661 1.3366 -0.0295 -2.2% 1.3665
Low 1.3661 1.3366 -0.0295 -2.2% 1.3366
Close 1.3661 1.3366 -0.0295 -2.2% 1.3366
Range
ATR 0.0122 0.0134 0.0012 10.1% 0.0000
Volume 168 253 85 50.6% 846
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3366 1.3366 1.3366
R3 1.3366 1.3366 1.3366
R2 1.3366 1.3366 1.3366
R1 1.3366 1.3366 1.3366 1.3366
PP 1.3366 1.3366 1.3366 1.3366
S1 1.3366 1.3366 1.3366 1.3366
S2 1.3366 1.3366 1.3366
S3 1.3366 1.3366 1.3366
S4 1.3366 1.3366 1.3366
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4363 1.4163 1.3530
R3 1.4064 1.3864 1.3448
R2 1.3765 1.3765 1.3421
R1 1.3565 1.3565 1.3393 1.3516
PP 1.3466 1.3466 1.3466 1.3441
S1 1.3266 1.3266 1.3339 1.3217
S2 1.3167 1.3167 1.3311
S3 1.2868 1.2967 1.3284
S4 1.2569 1.2668 1.3202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3665 1.3366 0.0299 2.2% 0.0021 0.2% 0% False True 169
10 1.4034 1.3366 0.0668 5.0% 0.0020 0.1% 0% False True 97
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3366
2.618 1.3366
1.618 1.3366
1.000 1.3366
0.618 1.3366
HIGH 1.3366
0.618 1.3366
0.500 1.3366
0.382 1.3366
LOW 1.3366
0.618 1.3366
1.000 1.3366
1.618 1.3366
2.618 1.3366
4.250 1.3366
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 1.3366 1.3516
PP 1.3366 1.3466
S1 1.3366 1.3416

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

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