CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 1.2996 1.2957 -0.0039 -0.3% 1.2853
High 1.2996 1.2957 -0.0039 -0.3% 1.2996
Low 1.2996 1.2957 -0.0039 -0.3% 1.2845
Close 1.2996 1.2957 -0.0039 -0.3% 1.2957
Range
ATR 0.0133 0.0127 -0.0007 -5.1% 0.0000
Volume 802 92 -710 -88.5% 1,299
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2957 1.2957 1.2957
R3 1.2957 1.2957 1.2957
R2 1.2957 1.2957 1.2957
R1 1.2957 1.2957 1.2957 1.2957
PP 1.2957 1.2957 1.2957 1.2957
S1 1.2957 1.2957 1.2957 1.2957
S2 1.2957 1.2957 1.2957
S3 1.2957 1.2957 1.2957
S4 1.2957 1.2957 1.2957
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3386 1.3322 1.3040
R3 1.3235 1.3171 1.2999
R2 1.3084 1.3084 1.2985
R1 1.3020 1.3020 1.2971 1.3052
PP 1.2933 1.2933 1.2933 1.2949
S1 1.2869 1.2869 1.2943 1.2901
S2 1.2782 1.2782 1.2929
S3 1.2631 1.2718 1.2915
S4 1.2480 1.2567 1.2874
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3192 1.2845 0.0347 2.7% 0.0002 0.0% 32% False False 325
10 1.3366 1.2845 0.0521 4.0% 0.0027 0.2% 21% False False 337
20 1.4034 1.2845 0.1189 9.2% 0.0024 0.2% 9% False False 205
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 0.0011
Fibonacci Retracements and Extensions
4.250 1.2957
2.618 1.2957
1.618 1.2957
1.000 1.2957
0.618 1.2957
HIGH 1.2957
0.618 1.2957
0.500 1.2957
0.382 1.2957
LOW 1.2957
0.618 1.2957
1.000 1.2957
1.618 1.2957
2.618 1.2957
4.250 1.2957
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 1.2957 1.2957
PP 1.2957 1.2957
S1 1.2957 1.2957

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

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