CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 1.3012 1.3143 0.0131 1.0% 1.2912
High 1.3140 1.3140 0.0000 0.0% 1.3237
Low 1.3005 1.3140 0.0135 1.0% 1.2912
Close 1.3012 1.3143 0.0131 1.0% 1.3237
Range 0.0135 0.0000 -0.0135 -100.0% 0.0325
ATR 0.0108 0.0109 0.0001 1.3% 0.0000
Volume 104 214 110 105.8% 1,281
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3141 1.3142 1.3143
R3 1.3141 1.3142 1.3143
R2 1.3141 1.3141 1.3143
R1 1.3142 1.3142 1.3143 1.3143
PP 1.3141 1.3141 1.3141 1.3142
S1 1.3142 1.3142 1.3143 1.3143
S2 1.3141 1.3141 1.3143
S3 1.3141 1.3142 1.3143
S4 1.3141 1.3142 1.3143
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4104 1.3995 1.3416
R3 1.3779 1.3670 1.3326
R2 1.3454 1.3454 1.3297
R1 1.3345 1.3345 1.3267 1.3400
PP 1.3129 1.3129 1.3129 1.3156
S1 1.3020 1.3020 1.3207 1.3075
S2 1.2804 1.2804 1.3177
S3 1.2479 1.2695 1.3148
S4 1.2154 1.2370 1.3058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3237 1.3005 0.0232 1.8% 0.0027 0.2% 59% False False 154
10 1.3237 1.2912 0.0325 2.5% 0.0014 0.1% 71% False False 194
20 1.3490 1.2912 0.0578 4.4% 0.0007 0.1% 40% False False 158
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3140
2.618 1.3140
1.618 1.3140
1.000 1.3140
0.618 1.3140
HIGH 1.3140
0.618 1.3140
0.500 1.3140
0.382 1.3140
LOW 1.3140
0.618 1.3140
1.000 1.3140
1.618 1.3140
2.618 1.3140
4.250 1.3140
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 1.3142 1.3136
PP 1.3141 1.3128
S1 1.3140 1.3121

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

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