CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 1.3290 1.3241 -0.0049 -0.4% 1.3636
High 1.3290 1.3241 -0.0049 -0.4% 1.3636
Low 1.3290 1.3241 -0.0049 -0.4% 1.3311
Close 1.3290 1.3241 -0.0049 -0.4% 1.3311
Range
ATR 0.0108 0.0104 -0.0004 -3.9% 0.0000
Volume 35 92 57 162.9% 799
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3241 1.3241 1.3241
R3 1.3241 1.3241 1.3241
R2 1.3241 1.3241 1.3241
R1 1.3241 1.3241 1.3241 1.3241
PP 1.3241 1.3241 1.3241 1.3241
S1 1.3241 1.3241 1.3241 1.3241
S2 1.3241 1.3241 1.3241
S3 1.3241 1.3241 1.3241
S4 1.3241 1.3241 1.3241
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 1.3520 1.3171 0.0349 2.6% 0.0000 0.0% 20% False False 127
10 1.3664 1.3171 0.0493 3.7% 0.0007 0.1% 14% False False 123
20 1.3664 1.2554 0.1110 8.4% 0.0018 0.1% 62% False False 74
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 1.3241
2.618 1.3241
1.618 1.3241
1.000 1.3241
0.618 1.3241
HIGH 1.3241
0.618 1.3241
0.500 1.3241
0.382 1.3241
LOW 1.3241
0.618 1.3241
1.000 1.3241
1.618 1.3241
2.618 1.3241
4.250 1.3241
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 1.3241 1.3238
PP 1.3241 1.3234
S1 1.3241 1.3231

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

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