CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 1.4121 1.4144 0.0023 0.2% 1.4021
High 1.4232 1.4320 0.0088 0.6% 1.4155
Low 1.4088 1.4094 0.0006 0.0% 1.3785
Close 1.4159 1.4307 0.0148 1.0% 1.4121
Range 0.0144 0.0226 0.0082 56.9% 0.0370
ATR 0.0170 0.0174 0.0004 2.4% 0.0000
Volume 3,876 4,076 200 5.2% 15,228
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4918 1.4839 1.4431
R3 1.4692 1.4613 1.4369
R2 1.4466 1.4466 1.4348
R1 1.4387 1.4387 1.4328 1.4427
PP 1.4240 1.4240 1.4240 1.4260
S1 1.4161 1.4161 1.4286 1.4201
S2 1.4014 1.4014 1.4266
S3 1.3788 1.3935 1.4245
S4 1.3562 1.3709 1.4183
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 1.4320 1.3785 0.0535 3.7% 0.0191 1.3% 98% True False 4,316
10 1.4320 1.3524 0.0796 5.6% 0.0183 1.3% 98% True False 2,926
20 1.4320 1.3242 0.1078 7.5% 0.0168 1.2% 99% True False 1,652
40 1.4320 1.2876 0.1444 10.1% 0.0159 1.1% 99% True False 916
60 1.4320 1.2621 0.1699 11.9% 0.0154 1.1% 99% True False 640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5281
2.618 1.4912
1.618 1.4686
1.000 1.4546
0.618 1.4460
HIGH 1.4320
0.618 1.4234
0.500 1.4207
0.382 1.4180
LOW 1.4094
0.618 1.3954
1.000 1.3868
1.618 1.3728
2.618 1.3502
4.250 1.3134
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 1.4274 1.4244
PP 1.4240 1.4181
S1 1.4207 1.4118

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

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