CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 1.2990 1.3255 0.0265 2.0% 1.2925
High 1.3150 1.3340 0.0190 1.4% 1.3280
Low 1.2990 1.3240 0.0250 1.9% 1.2895
Close 1.3146 1.3288 0.0142 1.1% 1.3243
Range 0.0160 0.0100 -0.0060 -37.5% 0.0385
ATR 0.0144 0.0148 0.0004 2.5% 0.0000
Volume 153,518 155,779 2,261 1.5% 698,244
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.3589 1.3539 1.3343
R3 1.3489 1.3439 1.3316
R2 1.3389 1.3389 1.3306
R1 1.3339 1.3339 1.3297 1.3364
PP 1.3289 1.3289 1.3289 1.3302
S1 1.3239 1.3239 1.3279 1.3264
S2 1.3189 1.3189 1.3270
S3 1.3089 1.3139 1.3261
S4 1.2989 1.3039 1.3233
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.4294 1.4154 1.3455
R3 1.3909 1.3769 1.3349
R2 1.3524 1.3524 1.3314
R1 1.3384 1.3384 1.3278 1.3454
PP 1.3139 1.3139 1.3139 1.3175
S1 1.2999 1.2999 1.3208 1.3069
S2 1.2754 1.2754 1.3172
S3 1.2369 1.2614 1.3137
S4 1.1984 1.2229 1.3031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3340 1.2990 0.0350 2.6% 0.0112 0.8% 85% True False 154,937
10 1.3340 1.2895 0.0445 3.3% 0.0083 0.6% 88% True False 147,088
20 1.3510 1.2895 0.0615 4.6% 0.0085 0.6% 64% False False 147,439
40 1.3740 1.2544 0.1196 9.0% 0.0092 0.7% 62% False False 140,846
60 1.3740 1.2530 0.1210 9.1% 0.0063 0.5% 63% False False 94,393
80 1.3740 1.2530 0.1210 9.1% 0.0052 0.4% 63% False False 70,859
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3765
2.618 1.3602
1.618 1.3502
1.000 1.3440
0.618 1.3402
HIGH 1.3340
0.618 1.3302
0.500 1.3290
0.382 1.3278
LOW 1.3240
0.618 1.3178
1.000 1.3140
1.618 1.3078
2.618 1.2978
4.250 1.2815
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 1.3290 1.3247
PP 1.3289 1.3206
S1 1.3289 1.3165

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

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