CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 1.3367 1.3307 -0.0060 -0.4% 1.3012
High 1.3367 1.3307 -0.0060 -0.4% 1.3284
Low 1.3367 1.3307 -0.0060 -0.4% 1.3005
Close 1.3367 1.3307 -0.0060 -0.4% 1.3261
Range
ATR 0.0099 0.0096 -0.0003 -2.8% 0.0000
Volume 48 140 92 191.7% 1,248
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 1.3307 1.3307 1.3307
R3 1.3307 1.3307 1.3307
R2 1.3307 1.3307 1.3307
R1 1.3307 1.3307 1.3307 1.3307
PP 1.3307 1.3307 1.3307 1.3307
S1 1.3307 1.3307 1.3307 1.3307
S2 1.3307 1.3307 1.3307
S3 1.3307 1.3307 1.3307
S4 1.3307 1.3307 1.3307
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 1.3257 0.0110 0.8% 0.0000 0.0% 45% False False 223
10 1.3367 1.3005 0.0362 2.7% 0.0014 0.1% 83% False False 189
20 1.3367 1.2912 0.0455 3.4% 0.0007 0.1% 87% False False 180
40 1.3664 1.2656 0.1008 7.6% 0.0012 0.1% 65% False False 138
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 1.3307
2.618 1.3307
1.618 1.3307
1.000 1.3307
0.618 1.3307
HIGH 1.3307
0.618 1.3307
0.500 1.3307
0.382 1.3307
LOW 1.3307
0.618 1.3307
1.000 1.3307
1.618 1.3307
2.618 1.3307
4.250 1.3307
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 1.3307 1.3314
PP 1.3307 1.3312
S1 1.3307 1.3309

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

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