CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 1.2642 1.2544 -0.0098 -0.8% 1.2709
High 1.2642 1.2544 -0.0098 -0.8% 1.2847
Low 1.2642 1.2544 -0.0098 -0.8% 1.2695
Close 1.2642 1.2544 -0.0098 -0.8% 1.2695
Range
ATR 0.0107 0.0106 -0.0001 -0.6% 0.0000
Volume 4,099 4,784 685 16.7% 12,009
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2544 1.2544 1.2544
R3 1.2544 1.2544 1.2544
R2 1.2544 1.2544 1.2544
R1 1.2544 1.2544 1.2544 1.2544
PP 1.2544 1.2544 1.2544 1.2544
S1 1.2544 1.2544 1.2544 1.2544
S2 1.2544 1.2544 1.2544
S3 1.2544 1.2544 1.2544
S4 1.2544 1.2544 1.2544
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 1.2695 1.2544 0.0151 1.2% 0.0010 0.1% 0% False True 4,276
10 1.2847 1.2544 0.0303 2.4% 0.0005 0.0% 0% False True 3,300
20 1.3010 1.2530 0.0480 3.8% 0.0006 0.1% 3% False False 1,907
40 1.3665 1.2530 0.1135 9.0% 0.0013 0.1% 1% False False 1,085
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.2544
2.618 1.2544
1.618 1.2544
1.000 1.2544
0.618 1.2544
HIGH 1.2544
0.618 1.2544
0.500 1.2544
0.382 1.2544
LOW 1.2544
0.618 1.2544
1.000 1.2544
1.618 1.2544
2.618 1.2544
4.250 1.2544
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 1.2544 1.2593
PP 1.2544 1.2577
S1 1.2544 1.2560

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

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