CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 1.3820 1.3915 0.0095 0.7% 1.4021
High 1.3970 1.4155 0.0185 1.3% 1.4155
Low 1.3785 1.3915 0.0130 0.9% 1.3785
Close 1.3950 1.4121 0.0171 1.2% 1.4121
Range 0.0185 0.0240 0.0055 29.7% 0.0370
ATR 0.0166 0.0172 0.0005 3.2% 0.0000
Volume 2,333 6,659 4,326 185.4% 15,228
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.4784 1.4692 1.4253
R3 1.4544 1.4452 1.4187
R2 1.4304 1.4304 1.4165
R1 1.4212 1.4212 1.4143 1.4258
PP 1.4064 1.4064 1.4064 1.4087
S1 1.3972 1.3972 1.4099 1.4018
S2 1.3824 1.3824 1.4077
S3 1.3584 1.3732 1.4055
S4 1.3344 1.3492 1.3989
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.5130 1.4996 1.4325
R3 1.4760 1.4626 1.4223
R2 1.4390 1.4390 1.4189
R1 1.4256 1.4256 1.4155 1.4323
PP 1.4020 1.4020 1.4020 1.4054
S1 1.3886 1.3886 1.4087 1.3953
S2 1.3650 1.3650 1.4053
S3 1.3280 1.3516 1.4019
S4 1.2910 1.3146 1.3918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4155 1.3785 0.0370 2.6% 0.0180 1.3% 91% True False 3,436
10 1.4155 1.3416 0.0739 5.2% 0.0178 1.3% 95% True False 2,178
20 1.4155 1.3221 0.0934 6.6% 0.0163 1.2% 96% True False 1,267
40 1.4155 1.2876 0.1279 9.1% 0.0159 1.1% 97% True False 727
60 1.4155 1.2554 0.1601 11.3% 0.0150 1.1% 98% True False 509
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 0.0018
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5175
2.618 1.4783
1.618 1.4543
1.000 1.4395
0.618 1.4303
HIGH 1.4155
0.618 1.4063
0.500 1.4035
0.382 1.4007
LOW 1.3915
0.618 1.3767
1.000 1.3675
1.618 1.3527
2.618 1.3287
4.250 1.2895
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 1.4092 1.4071
PP 1.4064 1.4020
S1 1.4035 1.3970

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

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