CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 1.3414 1.3312 -0.0102 -0.8% 1.3240
High 1.3436 1.3374 -0.0062 -0.5% 1.3384
Low 1.3280 1.3244 -0.0036 -0.3% 1.2961
Close 1.3311 1.3347 0.0036 0.3% 1.3265
Range 0.0156 0.0130 -0.0026 -16.7% 0.0423
ATR 0.0190 0.0186 -0.0004 -2.3% 0.0000
Volume 127,817 154,498 26,681 20.9% 820,140
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 1.3712 1.3659 1.3419
R3 1.3582 1.3529 1.3383
R2 1.3452 1.3452 1.3371
R1 1.3399 1.3399 1.3359 1.3426
PP 1.3322 1.3322 1.3322 1.3335
S1 1.3269 1.3269 1.3335 1.3296
S2 1.3192 1.3192 1.3323
S3 1.3062 1.3139 1.3311
S4 1.2932 1.3009 1.3276
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 1.3185 0.0251 1.9% 0.0163 1.2% 65% False False 141,368
10 1.3436 1.2961 0.0475 3.6% 0.0188 1.4% 81% False False 147,455
20 1.3436 1.2878 0.0558 4.2% 0.0179 1.3% 84% False False 140,729
40 1.3740 1.2621 0.1119 8.4% 0.0201 1.5% 65% False False 155,729
60 1.3740 1.2456 0.1284 9.6% 0.0196 1.5% 69% False False 105,280
80 1.3740 1.2456 0.1284 9.6% 0.0203 1.5% 69% False False 79,034
100 1.4590 1.2456 0.2134 16.0% 0.0208 1.6% 42% False False 63,252
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3927
2.618 1.3714
1.618 1.3584
1.000 1.3504
0.618 1.3454
HIGH 1.3374
0.618 1.3324
0.500 1.3309
0.382 1.3294
LOW 1.3244
0.618 1.3164
1.000 1.3114
1.618 1.3034
2.618 1.2904
4.250 1.2692
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 1.3334 1.3339
PP 1.3322 1.3331
S1 1.3309 1.3323

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

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