CME Euro FX Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 1.4072 1.4082 0.0010 0.1% 1.4171
High 1.4080 1.4165 0.0085 0.6% 1.4320
Low 1.3930 1.4071 0.0141 1.0% 1.3935
Close 1.3968 1.4128 0.0160 1.1% 1.3961
Range 0.0150 0.0094 -0.0056 -37.3% 0.0385
ATR 0.0149 0.0153 0.0003 2.3% 0.0000
Volume 234,735 254,514 19,779 8.4% 1,241,098
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4403 1.4360 1.4180
R3 1.4309 1.4266 1.4154
R2 1.4215 1.4215 1.4145
R1 1.4172 1.4172 1.4137 1.4194
PP 1.4121 1.4121 1.4121 1.4132
S1 1.4078 1.4078 1.4119 1.4100
S2 1.4027 1.4027 1.4111
S3 1.3933 1.3984 1.4102
S4 1.3839 1.3890 1.4076
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5227 1.4979 1.4173
R3 1.4842 1.4594 1.4067
R2 1.4457 1.4457 1.4032
R1 1.4209 1.4209 1.3996 1.4141
PP 1.4072 1.4072 1.4072 1.4038
S1 1.3824 1.3824 1.3926 1.3756
S2 1.3687 1.3687 1.3890
S3 1.3302 1.3439 1.3855
S4 1.2917 1.3054 1.3749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4256 1.3830 0.0426 3.0% 0.0145 1.0% 70% False False 253,529
10 1.4320 1.3830 0.0490 3.5% 0.0119 0.8% 61% False False 243,593
20 1.4320 1.3465 0.0855 6.1% 0.0111 0.8% 78% False False 219,900
40 1.4320 1.2895 0.1425 10.1% 0.0098 0.7% 87% False False 188,466
60 1.4320 1.2895 0.1425 10.1% 0.0103 0.7% 87% False False 182,812
80 1.4320 1.2530 0.1790 12.7% 0.0086 0.6% 89% False False 146,594
100 1.4320 1.2530 0.1790 12.7% 0.0069 0.5% 89% False False 117,338
120 1.4320 1.2530 0.1790 12.7% 0.0062 0.4% 89% False False 97,813
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4565
2.618 1.4411
1.618 1.4317
1.000 1.4259
0.618 1.4223
HIGH 1.4165
0.618 1.4129
0.500 1.4118
0.382 1.4107
LOW 1.4071
0.618 1.4013
1.000 1.3977
1.618 1.3919
2.618 1.3825
4.250 1.3672
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 1.4125 1.4101
PP 1.4121 1.4074
S1 1.4118 1.4048

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

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