CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 1.3177 1.3215 0.0038 0.3% 1.3492
High 1.3230 1.3225 -0.0005 0.0% 1.3492
Low 1.3150 1.3130 -0.0020 -0.2% 1.3125
Close 1.3183 1.3165 -0.0018 -0.1% 1.3143
Range 0.0080 0.0095 0.0015 18.8% 0.0367
ATR 0.0149 0.0145 -0.0004 -2.6% 0.0000
Volume 134,494 155,269 20,775 15.4% 588,713
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3458 1.3407 1.3217
R3 1.3363 1.3312 1.3191
R2 1.3268 1.3268 1.3182
R1 1.3217 1.3217 1.3174 1.3195
PP 1.3173 1.3173 1.3173 1.3163
S1 1.3122 1.3122 1.3156 1.3100
S2 1.3078 1.3078 1.3148
S3 1.2983 1.3027 1.3139
S4 1.2888 1.2932 1.3113
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4354 1.4116 1.3345
R3 1.3987 1.3749 1.3244
R2 1.3620 1.3620 1.3210
R1 1.3382 1.3382 1.3177 1.3318
PP 1.3253 1.3253 1.3253 1.3221
S1 1.3015 1.3015 1.3109 1.2951
S2 1.2886 1.2886 1.3076
S3 1.2519 1.2648 1.3042
S4 1.2152 1.2281 1.2941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3375 1.3125 0.0250 1.9% 0.0095 0.7% 16% False False 133,464
10 1.3510 1.3125 0.0385 2.9% 0.0090 0.7% 10% False False 147,805
20 1.3740 1.3120 0.0620 4.7% 0.0098 0.7% 7% False False 171,700
40 1.3740 1.2544 0.1196 9.1% 0.0076 0.6% 52% False False 108,571
60 1.3740 1.2530 0.1210 9.2% 0.0051 0.4% 52% False False 72,506
80 1.4034 1.2530 0.1504 11.4% 0.0045 0.3% 42% False False 54,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3629
2.618 1.3474
1.618 1.3379
1.000 1.3320
0.618 1.3284
HIGH 1.3225
0.618 1.3189
0.500 1.3178
0.382 1.3166
LOW 1.3130
0.618 1.3071
1.000 1.3035
1.618 1.2976
2.618 1.2881
4.250 1.2726
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 1.3178 1.3215
PP 1.3173 1.3198
S1 1.3169 1.3182

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

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