CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 1.2825 1.2893 0.0068 0.5% 1.2588
High 1.2880 1.2930 0.0050 0.4% 1.2930
Low 1.2750 1.2875 0.0125 1.0% 1.2565
Close 1.2864 1.2901 0.0037 0.3% 1.2901
Range 0.0130 0.0055 -0.0075 -57.7% 0.0365
ATR 0.0118 0.0115 -0.0004 -3.2% 0.0000
Volume 88,840 186,996 98,156 110.5% 375,447
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3067 1.3039 1.2931
R3 1.3012 1.2984 1.2916
R2 1.2957 1.2957 1.2911
R1 1.2929 1.2929 1.2906 1.2943
PP 1.2902 1.2902 1.2902 1.2909
S1 1.2874 1.2874 1.2896 1.2888
S2 1.2847 1.2847 1.2891
S3 1.2792 1.2819 1.2886
S4 1.2737 1.2764 1.2871
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3894 1.3762 1.3102
R3 1.3529 1.3397 1.3001
R2 1.3164 1.3164 1.2968
R1 1.3032 1.3032 1.2934 1.3098
PP 1.2799 1.2799 1.2799 1.2832
S1 1.2667 1.2667 1.2868 1.2733
S2 1.2434 1.2434 1.2834
S3 1.2069 1.2302 1.2801
S4 1.1704 1.1937 1.2700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2930 1.2565 0.0365 2.8% 0.0099 0.8% 92% True False 75,089
10 1.2930 1.2544 0.0386 3.0% 0.0055 0.4% 92% True False 40,323
20 1.2930 1.2530 0.0400 3.1% 0.0031 0.2% 93% True False 20,957
40 1.3192 1.2530 0.0662 5.1% 0.0020 0.2% 56% False False 10,623
Crabel Price Patterns
NR True
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3164
2.618 1.3074
1.618 1.3019
1.000 1.2985
0.618 1.2964
HIGH 1.2930
0.618 1.2909
0.500 1.2903
0.382 1.2896
LOW 1.2875
0.618 1.2841
1.000 1.2820
1.618 1.2786
2.618 1.2731
4.250 1.2641
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 1.2903 1.2881
PP 1.2902 1.2860
S1 1.2902 1.2840

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

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