CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 1.3643 1.3463 -0.0180 -1.3% 1.3588
High 1.3643 1.3463 -0.0180 -1.3% 1.3643
Low 1.3643 1.3463 -0.0180 -1.3% 1.3463
Close 1.3643 1.3463 -0.0180 -1.3% 1.3463
Range
ATR 0.0083 0.0090 0.0007 8.3% 0.0000
Volume 732 236 -496 -67.8% 2,443
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.3463 1.3463 1.3463
R3 1.3463 1.3463 1.3463
R2 1.3463 1.3463 1.3463
R1 1.3463 1.3463 1.3463 1.3463
PP 1.3463 1.3463 1.3463 1.3463
S1 1.3463 1.3463 1.3463 1.3463
S2 1.3463 1.3463 1.3463
S3 1.3463 1.3463 1.3463
S4 1.3463 1.3463 1.3463
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.4063 1.3943 1.3562
R3 1.3883 1.3763 1.3513
R2 1.3703 1.3703 1.3496
R1 1.3583 1.3583 1.3480 1.3553
PP 1.3523 1.3523 1.3523 1.3508
S1 1.3403 1.3403 1.3447 1.3373
S2 1.3343 1.3343 1.3430
S3 1.3163 1.3223 1.3414
S4 1.2983 1.3043 1.3364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3643 1.3463 0.0180 1.3% 0.0000 0.0% 0% False True 488
10 1.3643 1.3285 0.0358 2.7% 0.0021 0.2% 50% False False 358
20 1.3643 1.2912 0.0731 5.4% 0.0017 0.1% 75% False False 305
40 1.3643 1.2912 0.0731 5.4% 0.0010 0.1% 75% False False 218
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 1.3463
2.618 1.3463
1.618 1.3463
1.000 1.3463
0.618 1.3463
HIGH 1.3463
0.618 1.3463
0.500 1.3463
0.382 1.3463
LOW 1.3463
0.618 1.3463
1.000 1.3463
1.618 1.3463
2.618 1.3463
4.250 1.3463
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 1.3463 1.3553
PP 1.3463 1.3523
S1 1.3463 1.3493

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

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