CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 1.2746 1.2695 -0.0051 -0.4% 1.2709
High 1.2746 1.2695 -0.0051 -0.4% 1.2847
Low 1.2746 1.2695 -0.0051 -0.4% 1.2695
Close 1.2746 1.2695 -0.0051 -0.4% 1.2695
Range
ATR 0.0123 0.0118 -0.0005 -4.2% 0.0000
Volume 1,020 730 -290 -28.4% 12,009
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2695 1.2695 1.2695
R3 1.2695 1.2695 1.2695
R2 1.2695 1.2695 1.2695
R1 1.2695 1.2695 1.2695 1.2695
PP 1.2695 1.2695 1.2695 1.2695
S1 1.2695 1.2695 1.2695 1.2695
S2 1.2695 1.2695 1.2695
S3 1.2695 1.2695 1.2695
S4 1.2695 1.2695 1.2695
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3202 1.3100 1.2779
R3 1.3050 1.2948 1.2737
R2 1.2898 1.2898 1.2723
R1 1.2796 1.2796 1.2709 1.2771
PP 1.2746 1.2746 1.2746 1.2733
S1 1.2644 1.2644 1.2681 1.2619
S2 1.2594 1.2594 1.2667
S3 1.2442 1.2492 1.2653
S4 1.2290 1.2340 1.2611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2847 1.2695 0.0152 1.2% 0.0000 0.0% 0% False True 2,401
10 1.2870 1.2530 0.0340 2.7% 0.0008 0.1% 49% False False 1,592
20 1.3010 1.2530 0.0480 3.8% 0.0004 0.0% 34% False False 913
40 1.3900 1.2530 0.1370 10.8% 0.0014 0.1% 12% False False 579
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.2695
2.618 1.2695
1.618 1.2695
1.000 1.2695
0.618 1.2695
HIGH 1.2695
0.618 1.2695
0.500 1.2695
0.382 1.2695
LOW 1.2695
0.618 1.2695
1.000 1.2695
1.618 1.2695
2.618 1.2695
4.250 1.2695
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 1.2695 1.2721
PP 1.2695 1.2712
S1 1.2695 1.2704

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

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