CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 1.4209 1.4139 -0.0070 -0.5% 1.3982
High 1.4215 1.4220 0.0005 0.0% 1.4160
Low 1.4120 1.4102 -0.0018 -0.1% 1.3865
Close 1.4133 1.4178 0.0045 0.3% 1.4131
Range 0.0095 0.0118 0.0023 24.2% 0.0295
ATR 0.0135 0.0134 -0.0001 -0.9% 0.0000
Volume 239,900 264,799 24,899 10.4% 846,068
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4521 1.4467 1.4243
R3 1.4403 1.4349 1.4210
R2 1.4285 1.4285 1.4200
R1 1.4231 1.4231 1.4189 1.4258
PP 1.4167 1.4167 1.4167 1.4180
S1 1.4113 1.4113 1.4167 1.4140
S2 1.4049 1.4049 1.4156
S3 1.3931 1.3995 1.4146
S4 1.3813 1.3877 1.4113
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.4937 1.4829 1.4293
R3 1.4642 1.4534 1.4212
R2 1.4347 1.4347 1.4185
R1 1.4239 1.4239 1.4158 1.4293
PP 1.4052 1.4052 1.4052 1.4079
S1 1.3944 1.3944 1.4104 1.3998
S2 1.3757 1.3757 1.4077
S3 1.3462 1.3649 1.4050
S4 1.3167 1.3354 1.3969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4320 1.4085 0.0235 1.7% 0.0094 0.7% 40% False False 233,657
10 1.4320 1.3730 0.0590 4.2% 0.0098 0.7% 76% False False 226,544
20 1.4320 1.3290 0.1030 7.3% 0.0099 0.7% 86% False False 204,406
40 1.4320 1.2895 0.1425 10.1% 0.0091 0.6% 90% False False 173,161
60 1.4320 1.2750 0.1570 11.1% 0.0096 0.7% 91% False False 172,879
80 1.4320 1.2530 0.1790 12.6% 0.0077 0.5% 92% False False 130,779
100 1.4320 1.2530 0.1790 12.6% 0.0064 0.5% 92% False False 104,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4722
2.618 1.4529
1.618 1.4411
1.000 1.4338
0.618 1.4293
HIGH 1.4220
0.618 1.4175
0.500 1.4161
0.382 1.4147
LOW 1.4102
0.618 1.4029
1.000 1.3984
1.618 1.3911
2.618 1.3793
4.250 1.3601
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 1.4172 1.4211
PP 1.4167 1.4200
S1 1.4161 1.4189

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

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