CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 1.3875 1.3992 0.0117 0.8% 1.4171
High 1.3905 1.4077 0.0172 1.2% 1.4320
Low 1.3830 1.3992 0.0162 1.2% 1.3935
Close 1.3891 1.4077 0.0186 1.3% 1.3961
Range 0.0075 0.0085 0.0010 13.3% 0.0385
ATR 0.0146 0.0149 0.0003 1.9% 0.0000
Volume 283,258 217,965 -65,293 -23.1% 1,241,098
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4304 1.4275 1.4124
R3 1.4219 1.4190 1.4100
R2 1.4134 1.4134 1.4093
R1 1.4105 1.4105 1.4085 1.4120
PP 1.4049 1.4049 1.4049 1.4056
S1 1.4020 1.4020 1.4069 1.4035
S2 1.3964 1.3964 1.4061
S3 1.3879 1.3935 1.4054
S4 1.3794 1.3850 1.4030
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5227 1.4979 1.4173
R3 1.4842 1.4594 1.4067
R2 1.4457 1.4457 1.4032
R1 1.4209 1.4209 1.3996 1.4141
PP 1.4072 1.4072 1.4072 1.4038
S1 1.3824 1.3824 1.3926 1.3756
S2 1.3687 1.3687 1.3890
S3 1.3302 1.3439 1.3855
S4 1.2917 1.3054 1.3749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4256 1.3830 0.0426 3.0% 0.0139 1.0% 58% False False 256,619
10 1.4320 1.3830 0.0490 3.5% 0.0118 0.8% 50% False False 240,489
20 1.4320 1.3465 0.0855 6.1% 0.0106 0.8% 72% False False 212,227
40 1.4320 1.2895 0.1425 10.1% 0.0095 0.7% 83% False False 181,571
60 1.4320 1.2895 0.1425 10.1% 0.0100 0.7% 83% False False 180,349
80 1.4320 1.2530 0.1790 12.7% 0.0083 0.6% 86% False False 140,501
100 1.4320 1.2530 0.1790 12.7% 0.0068 0.5% 86% False False 112,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4438
2.618 1.4300
1.618 1.4215
1.000 1.4162
0.618 1.4130
HIGH 1.4077
0.618 1.4045
0.500 1.4035
0.382 1.4024
LOW 1.3992
0.618 1.3939
1.000 1.3907
1.618 1.3854
2.618 1.3769
4.250 1.3631
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 1.4063 1.4066
PP 1.4049 1.4054
S1 1.4035 1.4043

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

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