CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 1.4304 1.4147 -0.0157 -1.1% 1.4023
High 1.4338 1.4241 -0.0097 -0.7% 1.4168
Low 1.4108 1.4069 -0.0039 -0.3% 1.3791
Close 1.4133 1.4178 0.0045 0.3% 1.4131
Range 0.0230 0.0172 -0.0058 -25.2% 0.0377
ATR 0.0190 0.0188 -0.0001 -0.7% 0.0000
Volume 238,976 262,944 23,968 10.0% 843,321
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4679 1.4600 1.4273
R3 1.4507 1.4428 1.4225
R2 1.4335 1.4335 1.4210
R1 1.4256 1.4256 1.4194 1.4296
PP 1.4163 1.4163 1.4163 1.4182
S1 1.4084 1.4084 1.4162 1.4124
S2 1.3991 1.3991 1.4146
S3 1.3819 1.3912 1.4131
S4 1.3647 1.3740 1.4083
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 1.3922 0.0416 2.9% 0.0205 1.4% 62% False False 232,527
10 1.4338 1.3724 0.0614 4.3% 0.0192 1.4% 74% False False 225,395
20 1.4338 1.3250 0.1088 7.7% 0.0186 1.3% 85% False False 203,004
40 1.4338 1.2878 0.1460 10.3% 0.0182 1.3% 89% False False 171,866
60 1.4338 1.2621 0.1717 12.1% 0.0196 1.4% 91% False False 171,488
80 1.4338 1.2456 0.1882 13.3% 0.0194 1.4% 91% False False 129,711
100 1.4338 1.2456 0.1882 13.3% 0.0199 1.4% 91% False False 103,828
120 1.4590 1.2456 0.2134 15.1% 0.0204 1.4% 81% False False 86,544
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4972
2.618 1.4691
1.618 1.4519
1.000 1.4413
0.618 1.4347
HIGH 1.4241
0.618 1.4175
0.500 1.4155
0.382 1.4135
LOW 1.4069
0.618 1.3963
1.000 1.3897
1.618 1.3791
2.618 1.3619
4.250 1.3338
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 1.4170 1.4204
PP 1.4163 1.4195
S1 1.4155 1.4187

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

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