CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 1.4152 1.4304 0.0152 1.1% 1.4023
High 1.4332 1.4338 0.0006 0.0% 1.4168
Low 1.4101 1.4108 0.0007 0.0% 1.3791
Close 1.4318 1.4133 -0.0185 -1.3% 1.4131
Range 0.0231 0.0230 -0.0001 -0.4% 0.0377
ATR 0.0187 0.0190 0.0003 1.7% 0.0000
Volume 206,432 238,976 32,544 15.8% 843,321
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4883 1.4738 1.4260
R3 1.4653 1.4508 1.4196
R2 1.4423 1.4423 1.4175
R1 1.4278 1.4278 1.4154 1.4236
PP 1.4193 1.4193 1.4193 1.4172
S1 1.4048 1.4048 1.4112 1.4006
S2 1.3963 1.3963 1.4091
S3 1.3733 1.3818 1.4070
S4 1.3503 1.3588 1.4007
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 1.4338 1.3791 0.0547 3.9% 0.0209 1.5% 63% True False 228,055
10 1.4338 1.3579 0.0759 5.4% 0.0200 1.4% 73% True False 218,505
20 1.4338 1.3244 0.1094 7.7% 0.0184 1.3% 81% True False 197,582
40 1.4338 1.2878 0.1460 10.3% 0.0183 1.3% 86% True False 168,881
60 1.4338 1.2586 0.1752 12.4% 0.0197 1.4% 88% True False 167,601
80 1.4338 1.2456 0.1882 13.3% 0.0194 1.4% 89% True False 126,430
100 1.4338 1.2456 0.1882 13.3% 0.0199 1.4% 89% True False 101,200
120 1.4590 1.2456 0.2134 15.1% 0.0205 1.4% 79% False False 84,353
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5316
2.618 1.4940
1.618 1.4710
1.000 1.4568
0.618 1.4480
HIGH 1.4338
0.618 1.4250
0.500 1.4223
0.382 1.4196
LOW 1.4108
0.618 1.3966
1.000 1.3878
1.618 1.3736
2.618 1.3506
4.250 1.3131
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 1.4223 1.4218
PP 1.4193 1.4189
S1 1.4163 1.4161

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

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