CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 1.3972 1.3905 -0.0067 -0.5% 1.3526
High 1.3972 1.3905 -0.0067 -0.5% 1.4002
Low 1.3972 1.3905 -0.0067 -0.5% 1.3526
Close 1.3972 1.3905 -0.0067 -0.5% 1.4002
Range
ATR 0.0093 0.0091 -0.0002 -2.0% 0.0000
Volume 1,597 4,639 3,042 190.5% 6,319
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 1.3905 1.3905 1.3905
R3 1.3905 1.3905 1.3905
R2 1.3905 1.3905 1.3905
R1 1.3905 1.3905 1.3905 1.3905
PP 1.3905 1.3905 1.3905 1.3905
S1 1.3905 1.3905 1.3905 1.3905
S2 1.3905 1.3905 1.3905
S3 1.3905 1.3905 1.3905
S4 1.3905 1.3905 1.3905
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 1.3745 0.0257 1.8% 0.0012 0.1% 62% False False 2,389
10 1.4002 1.3463 0.0539 3.9% 0.0011 0.1% 82% False False 1,407
20 1.4002 1.3257 0.0745 5.4% 0.0016 0.1% 87% False False 853
40 1.4002 1.2912 0.1090 7.8% 0.0011 0.1% 91% False False 506
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 1.3905
2.618 1.3905
1.618 1.3905
1.000 1.3905
0.618 1.3905
HIGH 1.3905
0.618 1.3905
0.500 1.3905
0.382 1.3905
LOW 1.3905
0.618 1.3905
1.000 1.3905
1.618 1.3905
2.618 1.3905
4.250 1.3905
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 1.3905 1.3954
PP 1.3905 1.3937
S1 1.3905 1.3921

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

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