CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 1.3208 1.3248 0.0040 0.3% 1.3659
High 1.3281 1.3521 0.0240 1.8% 1.3659
Low 1.3175 1.3248 0.0073 0.6% 1.3274
Close 1.3241 1.3447 0.0206 1.6% 1.3311
Range 0.0106 0.0273 0.0167 157.5% 0.0385
ATR 0.0169 0.0177 0.0008 4.7% 0.0000
Volume 92 182 90 97.8% 799
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4224 1.4109 1.3597
R3 1.3951 1.3836 1.3522
R2 1.3678 1.3678 1.3497
R1 1.3563 1.3563 1.3472 1.3621
PP 1.3405 1.3405 1.3405 1.3434
S1 1.3290 1.3290 1.3422 1.3348
S2 1.3132 1.3132 1.3397
S3 1.2859 1.3017 1.3372
S4 1.2586 1.2744 1.3297
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4570 1.4325 1.3523
R3 1.4185 1.3940 1.3417
R2 1.3800 1.3800 1.3382
R1 1.3555 1.3555 1.3346 1.3485
PP 1.3415 1.3415 1.3415 1.3380
S1 1.3170 1.3170 1.3276 1.3100
S2 1.3030 1.3030 1.3240
S3 1.2645 1.2785 1.3205
S4 1.2260 1.2400 1.3099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3521 1.3132 0.0389 2.9% 0.0161 1.2% 81% True False 117
10 1.3735 1.3132 0.0603 4.5% 0.0151 1.1% 52% False False 134
20 1.3735 1.2621 0.1114 8.3% 0.0146 1.1% 74% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4681
2.618 1.4236
1.618 1.3963
1.000 1.3794
0.618 1.3690
HIGH 1.3521
0.618 1.3417
0.500 1.3385
0.382 1.3352
LOW 1.3248
0.618 1.3079
1.000 1.2975
1.618 1.2806
2.618 1.2533
4.250 1.2088
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 1.3426 1.3414
PP 1.3405 1.3381
S1 1.3385 1.3348

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

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