CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 1.2939 1.2994 0.0055 0.4% 1.3183
High 1.3032 1.3157 0.0125 1.0% 1.3390
Low 1.2878 1.2974 0.0096 0.7% 1.3010
Close 1.3013 1.3109 0.0096 0.7% 1.3020
Range 0.0154 0.0183 0.0029 18.8% 0.0380
ATR 0.0188 0.0187 0.0000 -0.2% 0.0000
Volume 127,929 165,410 37,481 29.3% 666,291
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3629 1.3552 1.3210
R3 1.3446 1.3369 1.3159
R2 1.3263 1.3263 1.3143
R1 1.3186 1.3186 1.3126 1.3225
PP 1.3080 1.3080 1.3080 1.3099
S1 1.3003 1.3003 1.3092 1.3042
S2 1.2897 1.2897 1.3075
S3 1.2714 1.2820 1.3059
S4 1.2531 1.2637 1.3008
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4280 1.4030 1.3229
R3 1.3900 1.3650 1.3125
R2 1.3520 1.3520 1.3090
R1 1.3270 1.3270 1.3055 1.3205
PP 1.3140 1.3140 1.3140 1.3108
S1 1.2890 1.2890 1.2985 1.2825
S2 1.2760 1.2760 1.2950
S3 1.2380 1.2510 1.2916
S4 1.2000 1.2130 1.2811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3192 1.2878 0.0314 2.4% 0.0156 1.2% 74% False False 140,285
10 1.3390 1.2878 0.0512 3.9% 0.0171 1.3% 45% False False 136,541
20 1.3642 1.2878 0.0764 5.8% 0.0183 1.4% 30% False False 154,316
40 1.3740 1.2456 0.1284 9.8% 0.0196 1.5% 51% False False 124,821
60 1.3740 1.2456 0.1284 9.8% 0.0197 1.5% 51% False False 83,494
80 1.4119 1.2456 0.1663 12.7% 0.0204 1.6% 39% False False 62,683
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 False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3935
2.618 1.3636
1.618 1.3453
1.000 1.3340
0.618 1.3270
HIGH 1.3157
0.618 1.3087
0.500 1.3066
0.382 1.3044
LOW 1.2974
0.618 1.2861
1.000 1.2791
1.618 1.2678
2.618 1.2495
4.250 1.2196
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 1.3095 1.3079
PP 1.3080 1.3048
S1 1.3066 1.3018

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

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