CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 1.2544 1.2662 0.0118 0.9% 1.2590
High 1.2544 1.2662 0.0118 0.9% 1.2662
Low 1.2544 1.2662 0.0118 0.9% 1.2544
Close 1.2544 1.2662 0.0118 0.9% 1.2662
Range
ATR 0.0106 0.0107 0.0001 0.8% 0.0000
Volume 4,784 7,130 2,346 49.0% 27,784
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2662 1.2662 1.2662
R3 1.2662 1.2662 1.2662
R2 1.2662 1.2662 1.2662
R1 1.2662 1.2662 1.2662 1.2662
PP 1.2662 1.2662 1.2662 1.2662
S1 1.2662 1.2662 1.2662 1.2662
S2 1.2662 1.2662 1.2662
S3 1.2662 1.2662 1.2662
S4 1.2662 1.2662 1.2662
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2977 1.2937 1.2727
R3 1.2859 1.2819 1.2694
R2 1.2741 1.2741 1.2684
R1 1.2701 1.2701 1.2673 1.2721
PP 1.2623 1.2623 1.2623 1.2633
S1 1.2583 1.2583 1.2651 1.2603
S2 1.2505 1.2505 1.2640
S3 1.2387 1.2465 1.2630
S4 1.2269 1.2347 1.2597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2662 1.2544 0.0118 0.9% 0.0010 0.1% 100% True False 5,556
10 1.2847 1.2544 0.0303 2.4% 0.0005 0.0% 39% False False 3,979
20 1.3010 1.2530 0.0480 3.8% 0.0006 0.1% 28% False False 2,251
40 1.3661 1.2530 0.1131 8.9% 0.0010 0.1% 12% False False 1,262
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.2662
2.618 1.2662
1.618 1.2662
1.000 1.2662
0.618 1.2662
HIGH 1.2662
0.618 1.2662
0.500 1.2662
0.382 1.2662
LOW 1.2662
0.618 1.2662
1.000 1.2662
1.618 1.2662
2.618 1.2662
4.250 1.2662
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 1.2662 1.2642
PP 1.2662 1.2623
S1 1.2662 1.2603

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

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