CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 1.3933 1.4133 0.0200 1.4% 1.4023
High 1.4168 1.4245 0.0077 0.5% 1.4168
Low 1.3922 1.4097 0.0175 1.3% 1.3791
Close 1.4131 1.4169 0.0038 0.3% 1.4131
Range 0.0246 0.0148 -0.0098 -39.8% 0.0377
ATR 0.0186 0.0183 -0.0003 -1.5% 0.0000
Volume 203,677 250,610 46,933 23.0% 843,321
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4614 1.4540 1.4250
R3 1.4466 1.4392 1.4210
R2 1.4318 1.4318 1.4196
R1 1.4244 1.4244 1.4183 1.4281
PP 1.4170 1.4170 1.4170 1.4189
S1 1.4096 1.4096 1.4155 1.4133
S2 1.4022 1.4022 1.4142
S3 1.3874 1.3948 1.4128
S4 1.3726 1.3800 1.4088
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.5161 1.5023 1.4338
R3 1.4784 1.4646 1.4235
R2 1.4407 1.4407 1.4200
R1 1.4269 1.4269 1.4166 1.4338
PP 1.4030 1.4030 1.4030 1.4065
S1 1.3892 1.3892 1.4096 1.3961
S2 1.3653 1.3653 1.4062
S3 1.3276 1.3515 1.4027
S4 1.2899 1.3138 1.3924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4245 1.3791 0.0454 3.2% 0.0187 1.3% 83% True False 218,786
10 1.4245 1.3420 0.0825 5.8% 0.0181 1.3% 91% True False 206,715
20 1.4245 1.3210 0.1035 7.3% 0.0180 1.3% 93% True False 185,180
40 1.4245 1.2878 0.1367 9.6% 0.0180 1.3% 94% True False 167,219
60 1.4245 1.2519 0.1726 12.2% 0.0196 1.4% 96% True False 160,522
80 1.4245 1.2456 0.1789 12.6% 0.0192 1.4% 96% True False 120,868
100 1.4245 1.2456 0.1789 12.6% 0.0200 1.4% 96% True False 96,750
120 1.4590 1.2456 0.2134 15.1% 0.0203 1.4% 80% False False 80,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4874
2.618 1.4632
1.618 1.4484
1.000 1.4393
0.618 1.4336
HIGH 1.4245
0.618 1.4188
0.500 1.4171
0.382 1.4154
LOW 1.4097
0.618 1.4006
1.000 1.3949
1.618 1.3858
2.618 1.3710
4.250 1.3468
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 1.4171 1.4119
PP 1.4170 1.4068
S1 1.4170 1.4018

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

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