CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 1.3463 1.3526 0.0063 0.5% 1.3588
High 1.3463 1.3526 0.0063 0.5% 1.3643
Low 1.3463 1.3526 0.0063 0.5% 1.3463
Close 1.3463 1.3526 0.0063 0.5% 1.3463
Range
ATR 0.0090 0.0088 -0.0002 -2.2% 0.0000
Volume 236 234 -2 -0.8% 2,443
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 1.3526 1.3526 1.3526
R3 1.3526 1.3526 1.3526
R2 1.3526 1.3526 1.3526
R1 1.3526 1.3526 1.3526 1.3526
PP 1.3526 1.3526 1.3526 1.3526
S1 1.3526 1.3526 1.3526 1.3526
S2 1.3526 1.3526 1.3526
S3 1.3526 1.3526 1.3526
S4 1.3526 1.3526 1.3526
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% 35% False False 427
10 1.3643 1.3285 0.0358 2.6% 0.0021 0.2% 67% False False 377
20 1.3643 1.2920 0.0723 5.3% 0.0017 0.1% 84% False False 285
40 1.3643 1.2912 0.0731 5.4% 0.0009 0.1% 84% False False 221
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 1.3526
2.618 1.3526
1.618 1.3526
1.000 1.3526
0.618 1.3526
HIGH 1.3526
0.618 1.3526
0.500 1.3526
0.382 1.3526
LOW 1.3526
0.618 1.3526
1.000 1.3526
1.618 1.3526
2.618 1.3526
4.250 1.3526
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 1.3526 1.3553
PP 1.3526 1.3544
S1 1.3526 1.3535

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

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