CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 1.2933 1.2993 0.0060 0.5% 1.2766
High 1.3072 1.3060 -0.0012 -0.1% 1.3060
Low 1.2892 1.2809 -0.0083 -0.6% 1.2694
Close 1.3010 1.2854 -0.0156 -1.2% 1.2930
Range 0.0180 0.0251 0.0071 39.4% 0.0366
ATR 0.0222 0.0224 0.0002 0.9% 0.0000
Volume 437 152 -285 -65.2% 1,171
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3661 1.3508 1.2992
R3 1.3410 1.3257 1.2923
R2 1.3159 1.3159 1.2900
R1 1.3006 1.3006 1.2877 1.2957
PP 1.2908 1.2908 1.2908 1.2883
S1 1.2755 1.2755 1.2831 1.2706
S2 1.2657 1.2657 1.2808
S3 1.2406 1.2504 1.2785
S4 1.2155 1.2253 1.2716
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.3993 1.3827 1.3131
R3 1.3627 1.3461 1.3031
R2 1.3261 1.3261 1.2997
R1 1.3095 1.3095 1.2964 1.3178
PP 1.2895 1.2895 1.2895 1.2936
S1 1.2729 1.2729 1.2896 1.2812
S2 1.2529 1.2529 1.2863
S3 1.2163 1.2363 1.2829
S4 1.1797 1.1997 1.2729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3072 1.2760 0.0312 2.4% 0.0202 1.6% 30% False False 263
10 1.3303 1.2694 0.0609 4.7% 0.0199 1.5% 26% False False 210
20 1.3350 1.2694 0.0656 5.1% 0.0224 1.7% 24% False False 297
40 1.4590 1.2694 0.1896 14.8% 0.0229 1.8% 8% False False 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0063
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4127
2.618 1.3717
1.618 1.3466
1.000 1.3311
0.618 1.3215
HIGH 1.3060
0.618 1.2964
0.500 1.2935
0.382 1.2905
LOW 1.2809
0.618 1.2654
1.000 1.2558
1.618 1.2403
2.618 1.2152
4.250 1.1742
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 1.2935 1.2922
PP 1.2908 1.2899
S1 1.2881 1.2877

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

View Archives - Comment on this page... - Back to Index of Symbols