CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 1.3942 1.3848 -0.0094 -0.7% 1.3978
High 1.3945 1.4103 0.0158 1.1% 1.4007
Low 1.3818 1.3821 0.0003 0.0% 1.3736
Close 1.3862 1.4076 0.0214 1.5% 1.3948
Range 0.0127 0.0282 0.0155 122.0% 0.0271
ATR 0.0186 0.0193 0.0007 3.7% 0.0000
Volume 154,115 194,318 40,203 26.1% 980,036
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4846 1.4743 1.4231
R3 1.4564 1.4461 1.4154
R2 1.4282 1.4282 1.4128
R1 1.4179 1.4179 1.4102 1.4231
PP 1.4000 1.4000 1.4000 1.4026
S1 1.3897 1.3897 1.4050 1.3949
S2 1.3718 1.3718 1.4024
S3 1.3436 1.3615 1.3998
S4 1.3154 1.3333 1.3921
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4710 1.4600 1.4097
R3 1.4439 1.4329 1.4023
R2 1.4168 1.4168 1.3998
R1 1.4058 1.4058 1.3973 1.3978
PP 1.3897 1.3897 1.3897 1.3857
S1 1.3787 1.3787 1.3923 1.3707
S2 1.3626 1.3626 1.3898
S3 1.3355 1.3516 1.3873
S4 1.3084 1.3245 1.3799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4103 1.3795 0.0308 2.2% 0.0171 1.2% 91% True False 191,507
10 1.4166 1.3736 0.0430 3.1% 0.0195 1.4% 79% False False 160,794
20 1.4327 1.3736 0.0591 4.2% 0.0204 1.5% 58% False False 85,775
40 1.4327 1.2965 0.1362 9.7% 0.0183 1.3% 82% False False 43,204
60 1.4327 1.2876 0.1451 10.3% 0.0169 1.2% 83% False False 28,854
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 0.0032
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5302
2.618 1.4841
1.618 1.4559
1.000 1.4385
0.618 1.4277
HIGH 1.4103
0.618 1.3995
0.500 1.3962
0.382 1.3929
LOW 1.3821
0.618 1.3647
1.000 1.3539
1.618 1.3365
2.618 1.3083
4.250 1.2623
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 1.4038 1.4038
PP 1.4000 1.3999
S1 1.3962 1.3961

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

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