CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 1.3625 1.3693 0.0068 0.5% 1.3630
High 1.3650 1.3820 0.0170 1.2% 1.3684
Low 1.3570 1.3675 0.0105 0.8% 1.3465
Close 1.3648 1.3800 0.0152 1.1% 1.3471
Range 0.0080 0.0145 0.0065 81.3% 0.0219
ATR 0.0125 0.0128 0.0003 2.7% 0.0000
Volume 152,021 195,033 43,012 28.3% 853,687
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 1.4200 1.4145 1.3880
R3 1.4055 1.4000 1.3840
R2 1.3910 1.3910 1.3827
R1 1.3855 1.3855 1.3813 1.3883
PP 1.3765 1.3765 1.3765 1.3779
S1 1.3710 1.3710 1.3787 1.3738
S2 1.3620 1.3620 1.3773
S3 1.3475 1.3565 1.3760
S4 1.3330 1.3420 1.3720
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.4197 1.4053 1.3591
R3 1.3978 1.3834 1.3531
R2 1.3759 1.3759 1.3511
R1 1.3615 1.3615 1.3491 1.3578
PP 1.3540 1.3540 1.3540 1.3521
S1 1.3396 1.3396 1.3451 1.3359
S2 1.3321 1.3321 1.3431
S3 1.3102 1.3177 1.3411
S4 1.2883 1.2958 1.3351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3465 0.0355 2.6% 0.0104 0.8% 94% True False 172,984
10 1.3820 1.3290 0.0530 3.8% 0.0100 0.7% 96% True False 182,268
20 1.3820 1.2990 0.0830 6.0% 0.0098 0.7% 98% True False 165,469
40 1.3820 1.2895 0.0925 6.7% 0.0090 0.7% 98% True False 161,605
60 1.3820 1.2544 0.1276 9.2% 0.0085 0.6% 98% True False 136,515
80 1.3820 1.2530 0.1290 9.3% 0.0065 0.5% 98% True False 102,490
100 1.4034 1.2530 0.1504 10.9% 0.0057 0.4% 84% False False 82,035
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 0.0021
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4436
2.618 1.4200
1.618 1.4055
1.000 1.3965
0.618 1.3910
HIGH 1.3820
0.618 1.3765
0.500 1.3748
0.382 1.3730
LOW 1.3675
0.618 1.3585
1.000 1.3530
1.618 1.3440
2.618 1.3295
4.250 1.3059
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 1.3783 1.3750
PP 1.3765 1.3700
S1 1.3748 1.3650

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

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