CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 1.3630 1.3684 0.0054 0.4% 1.3375
High 1.3630 1.3684 0.0054 0.4% 1.3626
Low 1.3595 1.3595 0.0000 0.0% 1.3285
Close 1.3595 1.3637 0.0042 0.3% 1.3618
Range 0.0035 0.0089 0.0054 154.3% 0.0341
ATR 0.0136 0.0133 -0.0003 -2.5% 0.0000
Volume 179,760 144,214 -35,546 -19.8% 796,275
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 1.3906 1.3860 1.3686
R3 1.3817 1.3771 1.3661
R2 1.3728 1.3728 1.3653
R1 1.3682 1.3682 1.3645 1.3661
PP 1.3639 1.3639 1.3639 1.3628
S1 1.3593 1.3593 1.3629 1.3572
S2 1.3550 1.3550 1.3621
S3 1.3461 1.3504 1.3613
S4 1.3372 1.3415 1.3588
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.4533 1.4416 1.3806
R3 1.4192 1.4075 1.3712
R2 1.3851 1.3851 1.3681
R1 1.3734 1.3734 1.3649 1.3793
PP 1.3510 1.3510 1.3510 1.3539
S1 1.3393 1.3393 1.3587 1.3452
S2 1.3169 1.3169 1.3555
S3 1.2828 1.3052 1.3524
S4 1.2487 1.2711 1.3430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3684 1.3285 0.0399 2.9% 0.0102 0.7% 88% True False 184,310
10 1.3684 1.3185 0.0499 3.7% 0.0093 0.7% 91% True False 163,398
20 1.3684 1.2895 0.0789 5.8% 0.0087 0.6% 94% True False 154,178
40 1.3740 1.2895 0.0845 6.2% 0.0099 0.7% 88% False False 164,222
60 1.3740 1.2530 0.1210 8.9% 0.0077 0.6% 91% False False 118,970
80 1.3740 1.2530 0.1210 8.9% 0.0058 0.4% 91% False False 89,307
100 1.4287 1.2530 0.1757 12.9% 0.0052 0.4% 63% False False 71,481
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4062
2.618 1.3917
1.618 1.3828
1.000 1.3773
0.618 1.3739
HIGH 1.3684
0.618 1.3650
0.500 1.3640
0.382 1.3629
LOW 1.3595
0.618 1.3540
1.000 1.3506
1.618 1.3451
2.618 1.3362
4.250 1.3217
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 1.3640 1.3619
PP 1.3639 1.3600
S1 1.3638 1.3582

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

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