CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 1.3635 1.3481 -0.0154 -1.1% 1.3654
High 1.3649 1.3563 -0.0086 -0.6% 1.3719
Low 1.3459 1.3420 -0.0039 -0.3% 1.3459
Close 1.3471 1.3533 0.0062 0.5% 1.3471
Range 0.0190 0.0143 -0.0047 -24.7% 0.0260
ATR 0.0183 0.0180 -0.0003 -1.6% 0.0000
Volume 148,663 178,293 29,630 19.9% 846,709
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 1.3934 1.3877 1.3612
R3 1.3791 1.3734 1.3572
R2 1.3648 1.3648 1.3559
R1 1.3591 1.3591 1.3546 1.3620
PP 1.3505 1.3505 1.3505 1.3520
S1 1.3448 1.3448 1.3520 1.3477
S2 1.3362 1.3362 1.3507
S3 1.3219 1.3305 1.3494
S4 1.3076 1.3162 1.3454
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.4330 1.4160 1.3614
R3 1.4070 1.3900 1.3543
R2 1.3810 1.3810 1.3519
R1 1.3640 1.3640 1.3495 1.3595
PP 1.3550 1.3550 1.3550 1.3527
S1 1.3380 1.3380 1.3447 1.3335
S2 1.3290 1.3290 1.3423
S3 1.3030 1.3120 1.3400
S4 1.2770 1.2860 1.3328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3719 1.3420 0.0299 2.2% 0.0155 1.1% 38% False True 169,647
10 1.3719 1.3244 0.0475 3.5% 0.0171 1.3% 61% False False 174,520
20 1.3719 1.2878 0.0841 6.2% 0.0178 1.3% 78% False False 160,329
40 1.3736 1.2878 0.0858 6.3% 0.0188 1.4% 76% False False 160,449
60 1.3740 1.2456 0.1284 9.5% 0.0193 1.4% 84% False False 129,585
80 1.3740 1.2456 0.1284 9.5% 0.0196 1.5% 84% False False 97,279
100 1.4291 1.2456 0.1835 13.6% 0.0199 1.5% 59% False False 77,867
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 0.0044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4171
2.618 1.3937
1.618 1.3794
1.000 1.3706
0.618 1.3651
HIGH 1.3563
0.618 1.3508
0.500 1.3492
0.382 1.3475
LOW 1.3420
0.618 1.3332
1.000 1.3277
1.618 1.3189
2.618 1.3046
4.250 1.2812
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 1.3519 1.3542
PP 1.3505 1.3539
S1 1.3492 1.3536

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

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