CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 1.3605 1.3310 -0.0295 -2.2% 1.3555
High 1.3630 1.3315 -0.0315 -2.3% 1.3650
Low 1.3510 1.3270 -0.0240 -1.8% 1.3270
Close 1.3514 1.3305 -0.0209 -1.5% 1.3305
Range 0.0120 0.0045 -0.0075 -62.5% 0.0380
ATR 0.0146 0.0153 0.0007 4.8% 0.0000
Volume 246,557 169,577 -76,980 -31.2% 977,694
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.3432 1.3413 1.3330
R3 1.3387 1.3368 1.3317
R2 1.3342 1.3342 1.3313
R1 1.3323 1.3323 1.3309 1.3310
PP 1.3297 1.3297 1.3297 1.3290
S1 1.3278 1.3278 1.3301 1.3265
S2 1.3252 1.3252 1.3297
S3 1.3207 1.3233 1.3293
S4 1.3162 1.3188 1.3280
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.4548 1.4307 1.3514
R3 1.4168 1.3927 1.3410
R2 1.3788 1.3788 1.3375
R1 1.3547 1.3547 1.3340 1.3478
PP 1.3408 1.3408 1.3408 1.3374
S1 1.3167 1.3167 1.3270 1.3098
S2 1.3028 1.3028 1.3235
S3 1.2648 1.2787 1.3201
S4 1.2268 1.2407 1.3096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3650 1.3270 0.0380 2.9% 0.0115 0.9% 9% False True 195,538
10 1.3740 1.2945 0.0795 6.0% 0.0130 1.0% 45% False False 194,066
20 1.3740 1.2544 0.1196 9.0% 0.0092 0.7% 64% False False 117,194
40 1.3740 1.2530 0.1210 9.1% 0.0048 0.4% 64% False False 59,053
60 1.3900 1.2530 0.1370 10.3% 0.0040 0.3% 57% False False 39,451
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 0.0026
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3506
2.618 1.3433
1.618 1.3388
1.000 1.3360
0.618 1.3343
HIGH 1.3315
0.618 1.3298
0.500 1.3293
0.382 1.3287
LOW 1.3270
0.618 1.3242
1.000 1.3225
1.618 1.3197
2.618 1.3152
4.250 1.3079
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 1.3301 1.3450
PP 1.3297 1.3402
S1 1.3293 1.3353

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

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