CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 1.2776 1.2818 0.0042 0.3% 1.3112
High 1.2776 1.2818 0.0042 0.3% 1.3152
Low 1.2776 1.2818 0.0042 0.3% 1.2776
Close 1.2776 1.2818 0.0042 0.3% 1.2776
Range
ATR 0.0123 0.0118 -0.0006 -4.7% 0.0000
Volume 77 235 158 205.2% 975
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2818 1.2818 1.2818
R3 1.2818 1.2818 1.2818
R2 1.2818 1.2818 1.2818
R1 1.2818 1.2818 1.2818 1.2818
PP 1.2818 1.2818 1.2818 1.2818
S1 1.2818 1.2818 1.2818 1.2818
S2 1.2818 1.2818 1.2818
S3 1.2818 1.2818 1.2818
S4 1.2818 1.2818 1.2818
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.4029 1.3779 1.2983
R3 1.3653 1.3403 1.2879
R2 1.3277 1.3277 1.2845
R1 1.3027 1.3027 1.2810 1.2964
PP 1.2901 1.2901 1.2901 1.2870
S1 1.2651 1.2651 1.2742 1.2588
S2 1.2525 1.2525 1.2707
S3 1.2149 1.2275 1.2673
S4 1.1773 1.1899 1.2569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3152 1.2776 0.0376 2.9% 0.0000 0.0% 11% False False 190
10 1.3152 1.2776 0.0376 2.9% 0.0001 0.0% 11% False False 250
20 1.3665 1.2776 0.0889 6.9% 0.0019 0.1% 5% False False 258
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2818
2.618 1.2818
1.618 1.2818
1.000 1.2818
0.618 1.2818
HIGH 1.2818
0.618 1.2818
0.500 1.2818
0.382 1.2818
LOW 1.2818
0.618 1.2818
1.000 1.2818
1.618 1.2818
2.618 1.2818
4.250 1.2818
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 1.2818 1.2858
PP 1.2818 1.2844
S1 1.2818 1.2831

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

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