CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 1.4021 1.3980 -0.0041 -0.3% 1.3450
High 1.4021 1.3982 -0.0039 -0.3% 1.4035
Low 1.3846 1.3820 -0.0026 -0.2% 1.3416
Close 1.3972 1.3905 -0.0067 -0.5% 1.4002
Range 0.0175 0.0162 -0.0013 -7.4% 0.0619
ATR 0.0165 0.0165 0.0000 -0.1% 0.0000
Volume 1,597 4,639 3,042 190.5% 6,319
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 1.4388 1.4309 1.3994
R3 1.4226 1.4147 1.3950
R2 1.4064 1.4064 1.3935
R1 1.3985 1.3985 1.3920 1.3944
PP 1.3902 1.3902 1.3902 1.3882
S1 1.3823 1.3823 1.3890 1.3782
S2 1.3740 1.3740 1.3875
S3 1.3578 1.3661 1.3860
S4 1.3416 1.3499 1.3816
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.5675 1.5457 1.4342
R3 1.5056 1.4838 1.4172
R2 1.4437 1.4437 1.4115
R1 1.4219 1.4219 1.4059 1.4328
PP 1.3818 1.3818 1.3818 1.3872
S1 1.3600 1.3600 1.3945 1.3709
S2 1.3199 1.3199 1.3889
S3 1.2580 1.2981 1.3832
S4 1.1961 1.2362 1.3662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4035 1.3574 0.0461 3.3% 0.0182 1.3% 72% False False 2,389
10 1.4035 1.3416 0.0619 4.5% 0.0163 1.2% 79% False False 1,407
20 1.4035 1.3125 0.0910 6.5% 0.0160 1.2% 86% False False 853
40 1.4035 1.2876 0.1159 8.3% 0.0153 1.1% 89% False False 506
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4671
2.618 1.4406
1.618 1.4244
1.000 1.4144
0.618 1.4082
HIGH 1.3982
0.618 1.3920
0.500 1.3901
0.382 1.3882
LOW 1.3820
0.618 1.3720
1.000 1.3658
1.618 1.3558
2.618 1.3396
4.250 1.3132
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 1.3904 1.3928
PP 1.3902 1.3920
S1 1.3901 1.3913

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

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