CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 1.3152 1.3111 -0.0041 -0.3% 1.2853
High 1.3152 1.3111 -0.0041 -0.3% 1.2996
Low 1.3152 1.3111 -0.0041 -0.3% 1.2845
Close 1.3152 1.3111 -0.0041 -0.3% 1.2957
Range
ATR 0.0122 0.0116 -0.0006 -4.7% 0.0000
Volume 371 120 -251 -67.7% 1,299
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.3111 1.3111 1.3111
R3 1.3111 1.3111 1.3111
R2 1.3111 1.3111 1.3111
R1 1.3111 1.3111 1.3111 1.3111
PP 1.3111 1.3111 1.3111 1.3111
S1 1.3111 1.3111 1.3111 1.3111
S2 1.3111 1.3111 1.3111
S3 1.3111 1.3111 1.3111
S4 1.3111 1.3111 1.3111
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 1.3152 1.2957 0.0195 1.5% 0.0000 0.0% 79% False False 329
10 1.3192 1.2845 0.0347 2.6% 0.0017 0.1% 77% False False 363
20 1.4028 1.2845 0.1183 9.0% 0.0024 0.2% 22% False False 241
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.3111
2.618 1.3111
1.618 1.3111
1.000 1.3111
0.618 1.3111
HIGH 1.3111
0.618 1.3111
0.500 1.3111
0.382 1.3111
LOW 1.3111
0.618 1.3111
1.000 1.3111
1.618 1.3111
2.618 1.3111
4.250 1.3111
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 1.3111 1.3132
PP 1.3111 1.3125
S1 1.3111 1.3118

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

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