CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 1.2870 1.2615 -0.0255 -2.0% 1.3010
High 1.2870 1.2615 -0.0255 -2.0% 1.3010
Low 1.2870 1.2615 -0.0255 -2.0% 1.2765
Close 1.2870 1.2615 -0.0255 -2.0% 1.2870
Range
ATR 0.0116 0.0126 0.0010 8.6% 0.0000
Volume 1,522 256 -1,266 -83.2% 2,606
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2615 1.2615 1.2615
R3 1.2615 1.2615 1.2615
R2 1.2615 1.2615 1.2615
R1 1.2615 1.2615 1.2615 1.2615
PP 1.2615 1.2615 1.2615 1.2615
S1 1.2615 1.2615 1.2615 1.2615
S2 1.2615 1.2615 1.2615
S3 1.2615 1.2615 1.2615
S4 1.2615 1.2615 1.2615
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3617 1.3488 1.3005
R3 1.3372 1.3243 1.2937
R2 1.3127 1.3127 1.2915
R1 1.2998 1.2998 1.2892 1.2940
PP 1.2882 1.2882 1.2882 1.2853
S1 1.2753 1.2753 1.2848 1.2695
S2 1.2637 1.2637 1.2825
S3 1.2392 1.2508 1.2803
S4 1.2147 1.2263 1.2735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2894 1.2615 0.0279 2.2% 0.0000 0.0% 0% False True 485
10 1.3010 1.2615 0.0395 3.1% 0.0000 0.0% 0% False True 379
20 1.3152 1.2615 0.0537 4.3% 0.0001 0.0% 0% False True 315
40 1.4259 1.2615 0.1644 13.0% 0.0014 0.1% 0% False True 250
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 1.2615
2.618 1.2615
1.618 1.2615
1.000 1.2615
0.618 1.2615
HIGH 1.2615
0.618 1.2615
0.500 1.2615
0.382 1.2615
LOW 1.2615
0.618 1.2615
1.000 1.2615
1.618 1.2615
2.618 1.2615
4.250 1.2615
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 1.2615 1.2743
PP 1.2615 1.2700
S1 1.2615 1.2658

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

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