CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 1.3985 1.3835 -0.0150 -1.1% 1.3481
High 1.3999 1.3981 -0.0018 -0.1% 1.4048
Low 1.3825 1.3791 -0.0034 -0.2% 1.3420
Close 1.3916 1.3960 0.0044 0.3% 1.4013
Range 0.0174 0.0190 0.0016 9.2% 0.0628
ATR 0.0181 0.0181 0.0001 0.4% 0.0000
Volume 216,548 240,582 24,034 11.1% 973,221
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 1.4481 1.4410 1.4065
R3 1.4291 1.4220 1.4012
R2 1.4101 1.4101 1.3995
R1 1.4030 1.4030 1.3977 1.4066
PP 1.3911 1.3911 1.3911 1.3928
S1 1.3840 1.3840 1.3943 1.3876
S2 1.3721 1.3721 1.3925
S3 1.3531 1.3650 1.3908
S4 1.3341 1.3460 1.3856
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 1.3724 0.0324 2.3% 0.0179 1.3% 73% False False 218,263
10 1.4048 1.3420 0.0628 4.5% 0.0175 1.3% 86% False False 194,981
20 1.4048 1.3185 0.0863 6.2% 0.0176 1.3% 90% False False 180,214
40 1.4048 1.2878 0.1170 8.4% 0.0180 1.3% 92% False False 163,236
60 1.4048 1.2456 0.1592 11.4% 0.0196 1.4% 94% False False 153,099
80 1.4048 1.2456 0.1592 11.4% 0.0193 1.4% 94% False False 115,195
100 1.4048 1.2456 0.1592 11.4% 0.0199 1.4% 94% False False 92,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4789
2.618 1.4478
1.618 1.4288
1.000 1.4171
0.618 1.4098
HIGH 1.3981
0.618 1.3908
0.500 1.3886
0.382 1.3864
LOW 1.3791
0.618 1.3674
1.000 1.3601
1.618 1.3484
2.618 1.3294
4.250 1.2984
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 1.3935 1.3944
PP 1.3911 1.3928
S1 1.3886 1.3913

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

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