CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 1.3311 1.3171 -0.0140 -1.1% 1.3636
High 1.3311 1.3171 -0.0140 -1.1% 1.3636
Low 1.3311 1.3171 -0.0140 -1.1% 1.3311
Close 1.3311 1.3171 -0.0140 -1.1% 1.3311
Range
ATR 0.0105 0.0107 0.0003 2.4% 0.0000
Volume 152 128 -24 -15.8% 799
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3171 1.3171 1.3171
R3 1.3171 1.3171 1.3171
R2 1.3171 1.3171 1.3171
R1 1.3171 1.3171 1.3171 1.3171
PP 1.3171 1.3171 1.3171 1.3171
S1 1.3171 1.3171 1.3171 1.3171
S2 1.3171 1.3171 1.3171
S3 1.3171 1.3171 1.3171
S4 1.3171 1.3171 1.3171
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4394 1.4178 1.3490
R3 1.4069 1.3853 1.3400
R2 1.3744 1.3744 1.3371
R1 1.3528 1.3528 1.3341 1.3474
PP 1.3419 1.3419 1.3419 1.3392
S1 1.3203 1.3203 1.3281 1.3149
S2 1.3094 1.3094 1.3251
S3 1.2769 1.2878 1.3222
S4 1.2444 1.2553 1.3132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3573 1.3171 0.0402 3.1% 0.0000 0.0% 0% False True 164
10 1.3664 1.3019 0.0645 4.9% 0.0035 0.3% 24% False False 113
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 1.3171
2.618 1.3171
1.618 1.3171
1.000 1.3171
0.618 1.3171
HIGH 1.3171
0.618 1.3171
0.500 1.3171
0.382 1.3171
LOW 1.3171
0.618 1.3171
1.000 1.3171
1.618 1.3171
2.618 1.3171
4.250 1.3171
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 1.3171 1.3346
PP 1.3171 1.3287
S1 1.3171 1.3229

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

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