CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 1.3247 1.3234 -0.0013 -0.1% 1.3636
High 1.3289 1.3519 0.0230 1.7% 1.3736
Low 1.3167 1.3233 0.0066 0.5% 1.3257
Close 1.3234 1.3443 0.0209 1.6% 1.3305
Range 0.0122 0.0286 0.0164 134.4% 0.0479
ATR 0.0216 0.0221 0.0005 2.3% 0.0000
Volume 154,352 140,622 -13,730 -8.9% 973,538
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4256 1.4136 1.3600
R3 1.3970 1.3850 1.3522
R2 1.3684 1.3684 1.3495
R1 1.3564 1.3564 1.3469 1.3624
PP 1.3398 1.3398 1.3398 1.3429
S1 1.3278 1.3278 1.3417 1.3338
S2 1.3112 1.3112 1.3391
S3 1.2826 1.2992 1.3364
S4 1.2540 1.2706 1.3286
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 1.3593 1.3114 0.0479 3.6% 0.0218 1.6% 69% False False 162,567
10 1.3736 1.3114 0.0622 4.6% 0.0218 1.6% 53% False False 184,659
20 1.3740 1.2519 0.1221 9.1% 0.0228 1.7% 76% False False 147,129
40 1.3740 1.2456 0.1284 9.6% 0.0205 1.5% 77% False False 74,518
60 1.3740 1.2456 0.1284 9.6% 0.0213 1.6% 77% False False 49,771
80 1.4590 1.2456 0.2134 15.9% 0.0215 1.6% 46% False False 37,353
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 0.0053
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4735
2.618 1.4268
1.618 1.3982
1.000 1.3805
0.618 1.3696
HIGH 1.3519
0.618 1.3410
0.500 1.3376
0.382 1.3342
LOW 1.3233
0.618 1.3056
1.000 1.2947
1.618 1.2770
2.618 1.2484
4.250 1.2018
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 1.3421 1.3410
PP 1.3398 1.3376
S1 1.3376 1.3343

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

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