CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 1.4023 1.3985 -0.0038 -0.3% 1.3481
High 1.4034 1.3999 -0.0035 -0.2% 1.4048
Low 1.3857 1.3825 -0.0032 -0.2% 1.3420
Close 1.3982 1.3916 -0.0066 -0.5% 1.4013
Range 0.0177 0.0174 -0.0003 -1.7% 0.0628
ATR 0.0181 0.0181 -0.0001 -0.3% 0.0000
Volume 182,514 216,548 34,034 18.6% 973,221
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 1.4435 1.4350 1.4012
R3 1.4261 1.4176 1.3964
R2 1.4087 1.4087 1.3948
R1 1.4002 1.4002 1.3932 1.3958
PP 1.3913 1.3913 1.3913 1.3891
S1 1.3828 1.3828 1.3900 1.3784
S2 1.3739 1.3739 1.3884
S3 1.3565 1.3654 1.3868
S4 1.3391 1.3480 1.3820
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.5711 1.5490 1.4358
R3 1.5083 1.4862 1.4186
R2 1.4455 1.4455 1.4128
R1 1.4234 1.4234 1.4071 1.4345
PP 1.3827 1.3827 1.3827 1.3882
S1 1.3606 1.3606 1.3955 1.3717
S2 1.3199 1.3199 1.3898
S3 1.2571 1.2978 1.3840
S4 1.1943 1.2350 1.3668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4048 1.3579 0.0469 3.4% 0.0190 1.4% 72% False False 208,955
10 1.4048 1.3420 0.0628 4.5% 0.0172 1.2% 79% False False 189,944
20 1.4048 1.3119 0.0929 6.7% 0.0178 1.3% 86% False False 175,849
40 1.4048 1.2878 0.1170 8.4% 0.0180 1.3% 89% False False 161,297
60 1.4048 1.2456 0.1592 11.4% 0.0195 1.4% 92% False False 149,184
80 1.4048 1.2456 0.1592 11.4% 0.0193 1.4% 92% False False 112,191
100 1.4048 1.2456 0.1592 11.4% 0.0201 1.4% 92% False False 89,805
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4739
2.618 1.4455
1.618 1.4281
1.000 1.4173
0.618 1.4107
HIGH 1.3999
0.618 1.3933
0.500 1.3912
0.382 1.3891
LOW 1.3825
0.618 1.3717
1.000 1.3651
1.618 1.3543
2.618 1.3369
4.250 1.3086
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 1.3915 1.3937
PP 1.3913 1.3930
S1 1.3912 1.3923

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

View Archives - Comment on this page... - Back to Index of Symbols