CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 1.4002 1.3972 -0.0030 -0.2% 1.3526
High 1.4002 1.3972 -0.0030 -0.2% 1.4002
Low 1.4002 1.3972 -0.0030 -0.2% 1.3526
Close 1.4002 1.3972 -0.0030 -0.2% 1.4002
Range
ATR 0.0097 0.0093 -0.0005 -4.9% 0.0000
Volume 1,952 1,597 -355 -18.2% 6,319
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 1.3972 1.3972 1.3972
R3 1.3972 1.3972 1.3972
R2 1.3972 1.3972 1.3972
R1 1.3972 1.3972 1.3972 1.3972
PP 1.3972 1.3972 1.3972 1.3972
S1 1.3972 1.3972 1.3972 1.3972
S2 1.3972 1.3972 1.3972
S3 1.3972 1.3972 1.3972
S4 1.3972 1.3972 1.3972
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.5271 1.5113 1.4264
R3 1.4795 1.4637 1.4133
R2 1.4319 1.4319 1.4089
R1 1.4161 1.4161 1.4046 1.4240
PP 1.3843 1.3843 1.3843 1.3883
S1 1.3685 1.3685 1.3958 1.3764
S2 1.3367 1.3367 1.3915
S3 1.2891 1.3209 1.3871
S4 1.2415 1.2733 1.3740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4002 1.3595 0.0407 2.9% 0.0021 0.2% 93% False False 1,536
10 1.4002 1.3463 0.0539 3.9% 0.0011 0.1% 94% False False 982
20 1.4002 1.3140 0.0862 6.2% 0.0016 0.1% 97% False False 632
40 1.4002 1.2912 0.1090 7.8% 0.0011 0.1% 97% False False 393
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.3972
2.618 1.3972
1.618 1.3972
1.000 1.3972
0.618 1.3972
HIGH 1.3972
0.618 1.3972
0.500 1.3972
0.382 1.3972
LOW 1.3972
0.618 1.3972
1.000 1.3972
1.618 1.3972
2.618 1.3972
4.250 1.3972
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 1.3972 1.3961
PP 1.3972 1.3950
S1 1.3972 1.3939

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

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