CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 1.4131 1.4165 0.0034 0.2% 1.4121
High 1.4228 1.4253 0.0025 0.2% 1.4327
Low 1.4056 1.3918 -0.0138 -1.0% 1.3918
Close 1.4164 1.3948 -0.0216 -1.5% 1.3948
Range 0.0172 0.0335 0.0163 94.8% 0.0409
ATR 0.0177 0.0189 0.0011 6.4% 0.0000
Volume 13,843 14,487 644 4.7% 45,794
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5045 1.4831 1.4132
R3 1.4710 1.4496 1.4040
R2 1.4375 1.4375 1.4009
R1 1.4161 1.4161 1.3979 1.4101
PP 1.4040 1.4040 1.4040 1.4009
S1 1.3826 1.3826 1.3917 1.3766
S2 1.3705 1.3705 1.3887
S3 1.3370 1.3491 1.3856
S4 1.3035 1.3156 1.3764
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5291 1.5029 1.4173
R3 1.4882 1.4620 1.4060
R2 1.4473 1.4473 1.4023
R1 1.4211 1.4211 1.3985 1.4138
PP 1.4064 1.4064 1.4064 1.4028
S1 1.3802 1.3802 1.3911 1.3729
S2 1.3655 1.3655 1.3873
S3 1.3246 1.3393 1.3836
S4 1.2837 1.2984 1.3723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4327 1.3918 0.0409 2.9% 0.0221 1.6% 7% False True 9,158
10 1.4327 1.3785 0.0542 3.9% 0.0201 1.4% 30% False False 6,297
20 1.4327 1.3388 0.0939 6.7% 0.0181 1.3% 60% False False 3,513
40 1.4327 1.2876 0.1451 10.4% 0.0167 1.2% 74% False False 1,853
60 1.4327 1.2787 0.1540 11.0% 0.0162 1.2% 75% False False 1,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 1.5677
2.618 1.5130
1.618 1.4795
1.000 1.4588
0.618 1.4460
HIGH 1.4253
0.618 1.4125
0.500 1.4086
0.382 1.4046
LOW 1.3918
0.618 1.3711
1.000 1.3583
1.618 1.3376
2.618 1.3041
4.250 1.2494
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 1.4086 1.4123
PP 1.4040 1.4064
S1 1.3994 1.4006

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

View Archives - Comment on this page... - Back to Index of Symbols