CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 1.2925 1.2995 0.0070 0.5% 1.3205
High 1.3025 1.3145 0.0120 0.9% 1.3373
Low 1.2876 1.2975 0.0099 0.8% 1.3006
Close 1.3009 1.3103 0.0094 0.7% 1.3015
Range 0.0149 0.0170 0.0021 14.1% 0.0367
ATR 0.0154 0.0155 0.0001 0.7% 0.0000
Volume 142 171 29 20.4% 564
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3584 1.3514 1.3197
R3 1.3414 1.3344 1.3150
R2 1.3244 1.3244 1.3134
R1 1.3174 1.3174 1.3119 1.3209
PP 1.3074 1.3074 1.3074 1.3092
S1 1.3004 1.3004 1.3087 1.3039
S2 1.2904 1.2904 1.3072
S3 1.2734 1.2834 1.3056
S4 1.2564 1.2664 1.3010
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4232 1.3991 1.3217
R3 1.3865 1.3624 1.3116
R2 1.3498 1.3498 1.3082
R1 1.3257 1.3257 1.3049 1.3194
PP 1.3131 1.3131 1.3131 1.3100
S1 1.2890 1.2890 1.2981 1.2827
S2 1.2764 1.2764 1.2948
S3 1.2397 1.2523 1.2914
S4 1.2030 1.2156 1.2813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3145 1.2876 0.0269 2.1% 0.0133 1.0% 84% True False 247
10 1.3373 1.2876 0.0497 3.8% 0.0135 1.0% 46% False False 183
20 1.3561 1.2876 0.0685 5.2% 0.0135 1.0% 33% False False 161
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 0.0015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3868
2.618 1.3590
1.618 1.3420
1.000 1.3315
0.618 1.3250
HIGH 1.3145
0.618 1.3080
0.500 1.3060
0.382 1.3040
LOW 1.2975
0.618 1.2870
1.000 1.2805
1.618 1.2700
2.618 1.2530
4.250 1.2253
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 1.3089 1.3072
PP 1.3074 1.3041
S1 1.3060 1.3011

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

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