CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 1.3845 1.3885 0.0040 0.3% 1.4121
High 1.3988 1.4088 0.0100 0.7% 1.4327
Low 1.3792 1.3839 0.0047 0.3% 1.3918
Close 1.3878 1.4063 0.0185 1.3% 1.3948
Range 0.0196 0.0249 0.0053 27.0% 0.0409
ATR 0.0189 0.0193 0.0004 2.3% 0.0000
Volume 19,883 28,260 8,377 42.1% 45,794
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4744 1.4652 1.4200
R3 1.4495 1.4403 1.4131
R2 1.4246 1.4246 1.4109
R1 1.4154 1.4154 1.4086 1.4200
PP 1.3997 1.3997 1.3997 1.4020
S1 1.3905 1.3905 1.4040 1.3951
S2 1.3748 1.3748 1.4017
S3 1.3499 1.3656 1.3995
S4 1.3250 1.3407 1.3926
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 1.3792 0.0535 3.8% 0.0236 1.7% 51% False False 17,197
10 1.4327 1.3785 0.0542 3.9% 0.0214 1.5% 51% False False 10,756
20 1.4327 1.3416 0.0911 6.5% 0.0185 1.3% 71% False False 5,869
40 1.4327 1.2876 0.1451 10.3% 0.0169 1.2% 82% False False 3,049
60 1.4327 1.2876 0.1451 10.3% 0.0167 1.2% 82% False False 2,072
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 0.0042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5146
2.618 1.4740
1.618 1.4491
1.000 1.4337
0.618 1.4242
HIGH 1.4088
0.618 1.3993
0.500 1.3964
0.382 1.3934
LOW 1.3839
0.618 1.3685
1.000 1.3590
1.618 1.3436
2.618 1.3187
4.250 1.2781
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 1.4030 1.4050
PP 1.3997 1.4036
S1 1.3964 1.4023

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

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