CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 1.3114 1.3192 0.0078 0.6% 1.3292
High 1.3180 1.3192 0.0012 0.1% 1.3355
Low 1.3025 1.3192 0.0167 1.3% 1.3025
Close 1.3114 1.3192 0.0078 0.6% 1.3192
Range 0.0155 0.0000 -0.0155 -100.0% 0.0330
ATR 0.0131 0.0127 -0.0004 -2.9% 0.0000
Volume 938 326 -612 -65.2% 1,820
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3192 1.3192 1.3192
R3 1.3192 1.3192 1.3192
R2 1.3192 1.3192 1.3192
R1 1.3192 1.3192 1.3192 1.3192
PP 1.3192 1.3192 1.3192 1.3192
S1 1.3192 1.3192 1.3192 1.3192
S2 1.3192 1.3192 1.3192
S3 1.3192 1.3192 1.3192
S4 1.3192 1.3192 1.3192
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4181 1.4016 1.3374
R3 1.3851 1.3686 1.3283
R2 1.3521 1.3521 1.3253
R1 1.3356 1.3356 1.3222 1.3274
PP 1.3191 1.3191 1.3191 1.3149
S1 1.3026 1.3026 1.3162 1.2944
S2 1.2861 1.2861 1.3132
S3 1.2531 1.2696 1.3101
S4 1.2201 1.2366 1.3011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3355 1.3025 0.0330 2.5% 0.0052 0.4% 51% False False 364
10 1.3665 1.3025 0.0640 4.9% 0.0037 0.3% 26% False False 266
20 1.4259 1.3025 0.1234 9.4% 0.0027 0.2% 14% False False 186
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3192
2.618 1.3192
1.618 1.3192
1.000 1.3192
0.618 1.3192
HIGH 1.3192
0.618 1.3192
0.500 1.3192
0.382 1.3192
LOW 1.3192
0.618 1.3192
1.000 1.3192
1.618 1.3192
2.618 1.3192
4.250 1.3192
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 1.3192 1.3164
PP 1.3192 1.3136
S1 1.3192 1.3109

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

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