CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 1.3772 1.4017 0.0245 1.8% 1.3508
High 1.3910 1.4017 0.0107 0.8% 1.4017
Low 1.3730 1.3975 0.0245 1.8% 1.3480
Close 1.3888 1.4013 0.0125 0.9% 1.4013
Range 0.0180 0.0042 -0.0138 -76.7% 0.0537
ATR 0.0132 0.0132 0.0000 -0.2% 0.0000
Volume 228,140 227,309 -831 -0.4% 982,233
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.4128 1.4112 1.4036
R3 1.4086 1.4070 1.4025
R2 1.4044 1.4044 1.4021
R1 1.4028 1.4028 1.4017 1.4015
PP 1.4002 1.4002 1.4002 1.3995
S1 1.3986 1.3986 1.4009 1.3973
S2 1.3960 1.3960 1.4005
S3 1.3918 1.3944 1.4001
S4 1.3876 1.3902 1.3990
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.5448 1.5267 1.4308
R3 1.4911 1.4730 1.4161
R2 1.4374 1.4374 1.4111
R1 1.4193 1.4193 1.4062 1.4284
PP 1.3837 1.3837 1.3837 1.3882
S1 1.3656 1.3656 1.3964 1.3747
S2 1.3300 1.3300 1.3915
S3 1.2763 1.3119 1.3865
S4 1.2226 1.2582 1.3718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4017 1.3480 0.0537 3.8% 0.0100 0.7% 99% True False 196,446
10 1.4017 1.3465 0.0552 3.9% 0.0091 0.7% 99% True False 183,592
20 1.4017 1.2990 0.1027 7.3% 0.0101 0.7% 100% True False 173,074
40 1.4017 1.2895 0.1122 8.0% 0.0088 0.6% 100% True False 161,536
60 1.4017 1.2544 0.1473 10.5% 0.0089 0.6% 100% True False 143,941
80 1.4017 1.2530 0.1487 10.6% 0.0068 0.5% 100% True False 108,177
100 1.4028 1.2530 0.1498 10.7% 0.0059 0.4% 99% False False 86,590
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4196
2.618 1.4127
1.618 1.4085
1.000 1.4059
0.618 1.4043
HIGH 1.4017
0.618 1.4001
0.500 1.3996
0.382 1.3991
LOW 1.3975
0.618 1.3949
1.000 1.3933
1.618 1.3907
2.618 1.3865
4.250 1.3797
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 1.4007 1.3957
PP 1.4002 1.3902
S1 1.3996 1.3846

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

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