CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 1.3275 1.3414 0.0139 1.0% 1.3240
High 1.3428 1.3436 0.0008 0.1% 1.3384
Low 1.3210 1.3280 0.0070 0.5% 1.2961
Close 1.3371 1.3311 -0.0060 -0.4% 1.3265
Range 0.0218 0.0156 -0.0062 -28.4% 0.0423
ATR 0.0192 0.0190 -0.0003 -1.4% 0.0000
Volume 69,545 127,817 58,272 83.8% 820,140
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 1.3810 1.3717 1.3397
R3 1.3654 1.3561 1.3354
R2 1.3498 1.3498 1.3340
R1 1.3405 1.3405 1.3325 1.3374
PP 1.3342 1.3342 1.3342 1.3327
S1 1.3249 1.3249 1.3297 1.3218
S2 1.3186 1.3186 1.3282
S3 1.3030 1.3093 1.3268
S4 1.2874 1.2937 1.3225
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4472 1.4292 1.3498
R3 1.4049 1.3869 1.3381
R2 1.3626 1.3626 1.3343
R1 1.3446 1.3446 1.3304 1.3536
PP 1.3203 1.3203 1.3203 1.3249
S1 1.3023 1.3023 1.3226 1.3113
S2 1.2780 1.2780 1.3187
S3 1.2357 1.2600 1.3149
S4 1.1934 1.2177 1.3032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3436 1.3119 0.0317 2.4% 0.0185 1.4% 61% True False 141,124
10 1.3436 1.2878 0.0558 4.2% 0.0191 1.4% 78% True False 144,798
20 1.3436 1.2878 0.0558 4.2% 0.0181 1.4% 78% True False 140,179
40 1.3740 1.2586 0.1154 8.7% 0.0204 1.5% 63% False False 152,610
60 1.3740 1.2456 0.1284 9.6% 0.0197 1.5% 67% False False 102,712
80 1.3740 1.2456 0.1284 9.6% 0.0202 1.5% 67% False False 77,104
100 1.4590 1.2456 0.2134 16.0% 0.0209 1.6% 40% False False 61,707
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4099
2.618 1.3844
1.618 1.3688
1.000 1.3592
0.618 1.3532
HIGH 1.3436
0.618 1.3376
0.500 1.3358
0.382 1.3340
LOW 1.3280
0.618 1.3184
1.000 1.3124
1.618 1.3028
2.618 1.2872
4.250 1.2617
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 1.3358 1.3323
PP 1.3342 1.3319
S1 1.3327 1.3315

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

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