CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 1.3588 1.3629 0.0041 0.3% 1.3367
High 1.3588 1.3629 0.0041 0.3% 1.3615
Low 1.3588 1.3629 0.0041 0.3% 1.3285
Close 1.3588 1.3629 0.0041 0.3% 1.3612
Range
ATR 0.0095 0.0091 -0.0004 -4.1% 0.0000
Volume 539 389 -150 -27.8% 1,146
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 1.3629 1.3629 1.3629
R3 1.3629 1.3629 1.3629
R2 1.3629 1.3629 1.3629
R1 1.3629 1.3629 1.3629 1.3629
PP 1.3629 1.3629 1.3629 1.3629
S1 1.3629 1.3629 1.3629 1.3629
S2 1.3629 1.3629 1.3629
S3 1.3629 1.3629 1.3629
S4 1.3629 1.3629 1.3629
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.4494 1.4383 1.3794
R3 1.4164 1.4053 1.3703
R2 1.3834 1.3834 1.3673
R1 1.3723 1.3723 1.3642 1.3779
PP 1.3504 1.3504 1.3504 1.3532
S1 1.3393 1.3393 1.3582 1.3449
S2 1.3174 1.3174 1.3552
S3 1.2844 1.3063 1.3521
S4 1.2514 1.2733 1.3431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3629 1.3285 0.0344 2.5% 0.0042 0.3% 100% True False 377
10 1.3629 1.3257 0.0372 2.7% 0.0021 0.2% 100% True False 300
20 1.3629 1.2912 0.0717 5.3% 0.0017 0.1% 100% True False 247
40 1.3664 1.2912 0.0752 5.5% 0.0017 0.1% 95% False False 182
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 1.3629
2.618 1.3629
1.618 1.3629
1.000 1.3629
0.618 1.3629
HIGH 1.3629
0.618 1.3629
0.500 1.3629
0.382 1.3629
LOW 1.3629
0.618 1.3629
1.000 1.3629
1.618 1.3629
2.618 1.3629
4.250 1.3629
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 1.3629 1.3603
PP 1.3629 1.3576
S1 1.3629 1.3550

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

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