CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 1.3403 1.3264 -0.0139 -1.0% 1.3230
High 1.3407 1.3306 -0.0101 -0.8% 1.3519
Low 1.3223 1.3146 -0.0077 -0.6% 1.3114
Close 1.3252 1.3230 -0.0022 -0.2% 1.3488
Range 0.0184 0.0160 -0.0024 -13.0% 0.0405
ATR 0.0214 0.0210 -0.0004 -1.8% 0.0000
Volume 143,512 140,019 -3,493 -2.4% 868,040
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3707 1.3629 1.3318
R3 1.3547 1.3469 1.3274
R2 1.3387 1.3387 1.3259
R1 1.3309 1.3309 1.3245 1.3268
PP 1.3227 1.3227 1.3227 1.3207
S1 1.3149 1.3149 1.3215 1.3108
S2 1.3067 1.3067 1.3201
S3 1.2907 1.2989 1.3186
S4 1.2747 1.2829 1.3142
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4589 1.4443 1.3711
R3 1.4184 1.4038 1.3599
R2 1.3779 1.3779 1.3562
R1 1.3633 1.3633 1.3525 1.3706
PP 1.3374 1.3374 1.3374 1.3410
S1 1.3228 1.3228 1.3451 1.3301
S2 1.2969 1.2969 1.3414
S3 1.2564 1.2823 1.3377
S4 1.2159 1.2418 1.3265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3582 1.3146 0.0436 3.3% 0.0198 1.5% 19% False True 160,615
10 1.3642 1.3114 0.0528 4.0% 0.0194 1.5% 22% False False 172,092
20 1.3740 1.2732 0.1008 7.6% 0.0219 1.7% 49% False False 175,064
40 1.3740 1.2456 0.1284 9.7% 0.0203 1.5% 60% False False 91,053
60 1.3740 1.2456 0.1284 9.7% 0.0210 1.6% 60% False False 60,801
80 1.4590 1.2456 0.2134 16.1% 0.0216 1.6% 36% False False 45,632
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 0.0041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3986
2.618 1.3725
1.618 1.3565
1.000 1.3466
0.618 1.3405
HIGH 1.3306
0.618 1.3245
0.500 1.3226
0.382 1.3207
LOW 1.3146
0.618 1.3047
1.000 1.2986
1.618 1.2887
2.618 1.2727
4.250 1.2466
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 1.3229 1.3364
PP 1.3227 1.3319
S1 1.3226 1.3275

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

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