CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 1.3230 1.3204 -0.0026 -0.2% 1.3636
High 1.3288 1.3345 0.0057 0.4% 1.3736
Low 1.3114 1.3175 0.0061 0.5% 1.3257
Close 1.3164 1.3283 0.0119 0.9% 1.3305
Range 0.0174 0.0170 -0.0004 -2.3% 0.0479
ATR 0.0227 0.0224 -0.0003 -1.4% 0.0000
Volume 186,511 163,052 -23,459 -12.6% 973,538
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3778 1.3700 1.3377
R3 1.3608 1.3530 1.3330
R2 1.3438 1.3438 1.3314
R1 1.3360 1.3360 1.3299 1.3399
PP 1.3268 1.3268 1.3268 1.3287
S1 1.3190 1.3190 1.3267 1.3229
S2 1.3098 1.3098 1.3252
S3 1.2928 1.3020 1.3236
S4 1.2758 1.2850 1.3190
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4870 1.4566 1.3568
R3 1.4391 1.4087 1.3437
R2 1.3912 1.3912 1.3393
R1 1.3608 1.3608 1.3349 1.3521
PP 1.3433 1.3433 1.3433 1.3389
S1 1.3129 1.3129 1.3261 1.3042
S2 1.2954 1.2954 1.3217
S3 1.2475 1.2650 1.3173
S4 1.1996 1.2171 1.3042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3655 1.3114 0.0541 4.1% 0.0213 1.6% 31% False False 194,916
10 1.3740 1.2988 0.0752 5.7% 0.0261 2.0% 39% False False 193,500
20 1.3740 1.2456 0.1284 9.7% 0.0227 1.7% 64% False False 132,825
40 1.3740 1.2456 0.1284 9.7% 0.0206 1.6% 64% False False 67,155
60 1.3740 1.2456 0.1284 9.7% 0.0211 1.6% 64% False False 44,859
Crabel Price Patterns
NR True
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 0.0061
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4068
2.618 1.3790
1.618 1.3620
1.000 1.3515
0.618 1.3450
HIGH 1.3345
0.618 1.3280
0.500 1.3260
0.382 1.3240
LOW 1.3175
0.618 1.3070
1.000 1.3005
1.618 1.2900
2.618 1.2730
4.250 1.2453
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 1.3275 1.3354
PP 1.3268 1.3330
S1 1.3260 1.3307

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

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