CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 1.3360 1.3372 0.0012 0.1% 1.3125
High 1.3360 1.3455 0.0095 0.7% 1.3340
Low 1.3285 1.3290 0.0005 0.0% 1.2990
Close 1.3347 1.3370 0.0023 0.2% 1.3265
Range 0.0075 0.0165 0.0090 120.0% 0.0350
ATR 0.0133 0.0135 0.0002 1.7% 0.0000
Volume 155,362 190,627 35,265 22.7% 829,292
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 1.3867 1.3783 1.3461
R3 1.3702 1.3618 1.3415
R2 1.3537 1.3537 1.3400
R1 1.3453 1.3453 1.3385 1.3413
PP 1.3372 1.3372 1.3372 1.3351
S1 1.3288 1.3288 1.3355 1.3248
S2 1.3207 1.3207 1.3340
S3 1.3042 1.3123 1.3325
S4 1.2877 1.2958 1.3279
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.4248 1.4107 1.3458
R3 1.3898 1.3757 1.3361
R2 1.3548 1.3548 1.3329
R1 1.3407 1.3407 1.3297 1.3478
PP 1.3198 1.3198 1.3198 1.3234
S1 1.3057 1.3057 1.3233 1.3128
S2 1.2848 1.2848 1.3201
S3 1.2498 1.2707 1.3169
S4 1.2148 1.2357 1.3073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3455 1.3250 0.0205 1.5% 0.0094 0.7% 59% True False 147,217
10 1.3455 1.2990 0.0465 3.5% 0.0101 0.8% 82% True False 151,166
20 1.3455 1.2895 0.0560 4.2% 0.0088 0.7% 85% True False 144,278
40 1.3740 1.2750 0.0990 7.4% 0.0098 0.7% 63% False False 160,522
60 1.3740 1.2530 0.1210 9.1% 0.0073 0.5% 69% False False 109,411
80 1.3740 1.2530 0.1210 9.1% 0.0056 0.4% 69% False False 82,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.4156
2.618 1.3887
1.618 1.3722
1.000 1.3620
0.618 1.3557
HIGH 1.3455
0.618 1.3392
0.500 1.3373
0.382 1.3353
LOW 1.3290
0.618 1.3188
1.000 1.3125
1.618 1.3023
2.618 1.2858
4.250 1.2589
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 1.3373 1.3370
PP 1.3372 1.3370
S1 1.3371 1.3370

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

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