CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 1.2590 1.2589 -0.0001 0.0% 1.2709
High 1.2620 1.2589 -0.0031 -0.2% 1.2847
Low 1.2570 1.2589 0.0019 0.2% 1.2695
Close 1.2570 1.2589 0.0019 0.2% 1.2695
Range 0.0050 0.0000 -0.0050 -100.0% 0.0152
ATR 0.0118 0.0111 -0.0007 -6.0% 0.0000
Volume 6,046 5,725 -321 -5.3% 12,009
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2589 1.2589 1.2589
R3 1.2589 1.2589 1.2589
R2 1.2589 1.2589 1.2589
R1 1.2589 1.2589 1.2589 1.2589
PP 1.2589 1.2589 1.2589 1.2589
S1 1.2589 1.2589 1.2589 1.2589
S2 1.2589 1.2589 1.2589
S3 1.2589 1.2589 1.2589
S4 1.2589 1.2589 1.2589
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 1.2746 1.2570 0.0176 1.4% 0.0010 0.1% 11% False False 4,478
10 1.2847 1.2530 0.0317 2.5% 0.0013 0.1% 19% False False 2,592
20 1.3010 1.2530 0.0480 3.8% 0.0006 0.1% 12% False False 1,485
40 1.3665 1.2530 0.1135 9.0% 0.0013 0.1% 5% False False 872
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2589
2.618 1.2589
1.618 1.2589
1.000 1.2589
0.618 1.2589
HIGH 1.2589
0.618 1.2589
0.500 1.2589
0.382 1.2589
LOW 1.2589
0.618 1.2589
1.000 1.2589
1.618 1.2589
2.618 1.2589
4.250 1.2589
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 1.2589 1.2633
PP 1.2589 1.2618
S1 1.2589 1.2604

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

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