CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 1.4071 1.3970 -0.0101 -0.7% 1.4133
High 1.4144 1.4178 0.0034 0.2% 1.4338
Low 1.3913 1.3942 0.0029 0.2% 1.3931
Close 1.3968 1.4128 0.0160 1.1% 1.3961
Range 0.0231 0.0236 0.0005 2.2% 0.0407
ATR 0.0205 0.0207 0.0002 1.1% 0.0000
Volume 231,826 249,133 17,307 7.5% 1,234,274
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4791 1.4695 1.4258
R3 1.4555 1.4459 1.4193
R2 1.4319 1.4319 1.4171
R1 1.4223 1.4223 1.4150 1.4271
PP 1.4083 1.4083 1.4083 1.4107
S1 1.3987 1.3987 1.4106 1.4035
S2 1.3847 1.3847 1.4085
S3 1.3611 1.3751 1.4063
S4 1.3375 1.3515 1.3998
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5298 1.5036 1.4185
R3 1.4891 1.4629 1.4073
R2 1.4484 1.4484 1.4036
R1 1.4222 1.4222 1.3998 1.4150
PP 1.4077 1.4077 1.4077 1.4040
S1 1.3815 1.3815 1.3924 1.3743
S2 1.3670 1.3670 1.3886
S3 1.3263 1.3408 1.3849
S4 1.2856 1.3001 1.3737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4267 1.3804 0.0463 3.3% 0.0251 1.8% 70% False False 249,443
10 1.4338 1.3804 0.0534 3.8% 0.0228 1.6% 61% False False 240,985
20 1.4338 1.3420 0.0918 6.5% 0.0202 1.4% 77% False False 217,983
40 1.4338 1.2878 0.1460 10.3% 0.0190 1.3% 86% False False 186,821
60 1.4338 1.2878 0.1460 10.3% 0.0202 1.4% 86% False False 181,238
80 1.4338 1.2456 0.1882 13.3% 0.0197 1.4% 89% False False 145,271
100 1.4338 1.2456 0.1882 13.3% 0.0202 1.4% 89% False False 116,280
120 1.4338 1.2456 0.1882 13.3% 0.0201 1.4% 89% False False 96,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5181
2.618 1.4796
1.618 1.4560
1.000 1.4414
0.618 1.4324
HIGH 1.4178
0.618 1.4088
0.500 1.4060
0.382 1.4032
LOW 1.3942
0.618 1.3796
1.000 1.3706
1.618 1.3560
2.618 1.3324
4.250 1.2939
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 1.4105 1.4090
PP 1.4083 1.4052
S1 1.4060 1.4014

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

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