CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 1.3261 1.3367 0.0106 0.8% 1.3012
High 1.3261 1.3367 0.0106 0.8% 1.3284
Low 1.3261 1.3367 0.0106 0.8% 1.3005
Close 1.3261 1.3367 0.0106 0.8% 1.3261
Range
ATR 0.0098 0.0099 0.0001 0.6% 0.0000
Volume 210 48 -162 -77.1% 1,248
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 1.3367 1.3367 1.3367
R3 1.3367 1.3367 1.3367
R2 1.3367 1.3367 1.3367
R1 1.3367 1.3367 1.3367 1.3367
PP 1.3367 1.3367 1.3367 1.3367
S1 1.3367 1.3367 1.3367 1.3367
S2 1.3367 1.3367 1.3367
S3 1.3367 1.3367 1.3367
S4 1.3367 1.3367 1.3367
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4020 1.3920 1.3414
R3 1.3741 1.3641 1.3338
R2 1.3462 1.3462 1.3312
R1 1.3362 1.3362 1.3287 1.3412
PP 1.3183 1.3183 1.3183 1.3209
S1 1.3083 1.3083 1.3235 1.3133
S2 1.2904 1.2904 1.3210
S3 1.2625 1.2804 1.3184
S4 1.2346 1.2525 1.3108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3367 1.3140 0.0227 1.7% 0.0000 0.0% 100% True False 238
10 1.3367 1.2920 0.0447 3.3% 0.0014 0.1% 100% True False 193
20 1.3399 1.2912 0.0487 3.6% 0.0007 0.1% 93% False False 180
40 1.3664 1.2648 0.1016 7.6% 0.0012 0.1% 71% False False 135
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3367
2.618 1.3367
1.618 1.3367
1.000 1.3367
0.618 1.3367
HIGH 1.3367
0.618 1.3367
0.500 1.3367
0.382 1.3367
LOW 1.3367
0.618 1.3367
1.000 1.3367
1.618 1.3367
2.618 1.3367
4.250 1.3367
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 1.3367 1.3349
PP 1.3367 1.3330
S1 1.3367 1.3312

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

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