CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 1.3130 1.3240 0.0110 0.8% 1.3043
High 1.3297 1.3241 -0.0056 -0.4% 1.3297
Low 1.3107 1.2994 -0.0113 -0.9% 1.2878
Close 1.3243 1.3018 -0.0225 -1.7% 1.3243
Range 0.0190 0.0247 0.0057 30.0% 0.0419
ATR 0.0188 0.0192 0.0004 2.3% 0.0000
Volume 137,146 159,852 22,706 16.6% 694,122
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3825 1.3669 1.3154
R3 1.3578 1.3422 1.3086
R2 1.3331 1.3331 1.3063
R1 1.3175 1.3175 1.3041 1.3130
PP 1.3084 1.3084 1.3084 1.3062
S1 1.2928 1.2928 1.2995 1.2883
S2 1.2837 1.2837 1.2973
S3 1.2590 1.2681 1.2950
S4 1.2343 1.2434 1.2882
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4396 1.4239 1.3473
R3 1.3977 1.3820 1.3358
R2 1.3558 1.3558 1.3320
R1 1.3401 1.3401 1.3281 1.3480
PP 1.3139 1.3139 1.3139 1.3179
S1 1.2982 1.2982 1.3205 1.3061
S2 1.2720 1.2720 1.3166
S3 1.2301 1.2563 1.3128
S4 1.1882 1.2144 1.3013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3297 1.2878 0.0419 3.2% 0.0175 1.3% 33% False False 146,312
10 1.3377 1.2878 0.0499 3.8% 0.0167 1.3% 28% False False 136,556
20 1.3582 1.2878 0.0704 5.4% 0.0180 1.4% 20% False False 148,470
40 1.3740 1.2456 0.1284 9.9% 0.0201 1.5% 44% False False 132,202
60 1.3740 1.2456 0.1284 9.9% 0.0197 1.5% 44% False False 88,439
80 1.3893 1.2456 0.1437 11.0% 0.0205 1.6% 39% False False 66,394
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 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4291
2.618 1.3888
1.618 1.3641
1.000 1.3488
0.618 1.3394
HIGH 1.3241
0.618 1.3147
0.500 1.3118
0.382 1.3088
LOW 1.2994
0.618 1.2841
1.000 1.2747
1.618 1.2594
2.618 1.2347
4.250 1.1944
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 1.3118 1.3136
PP 1.3084 1.3096
S1 1.3051 1.3057

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

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