CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 1.3991 1.4058 0.0067 0.5% 1.3942
High 1.4116 1.4101 -0.0015 -0.1% 1.4133
Low 1.3980 1.3979 -0.0001 0.0% 1.3818
Close 1.4075 1.4081 0.0006 0.0% 1.4075
Range 0.0136 0.0122 -0.0014 -10.3% 0.0315
ATR 0.0188 0.0183 -0.0005 -2.5% 0.0000
Volume 236,598 198,006 -38,592 -16.3% 1,128,361
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4420 1.4372 1.4148
R3 1.4298 1.4250 1.4115
R2 1.4176 1.4176 1.4103
R1 1.4128 1.4128 1.4092 1.4152
PP 1.4054 1.4054 1.4054 1.4066
S1 1.4006 1.4006 1.4070 1.4030
S2 1.3932 1.3932 1.4059
S3 1.3810 1.3884 1.4047
S4 1.3688 1.3762 1.4014
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4954 1.4829 1.4248
R3 1.4639 1.4514 1.4162
R2 1.4324 1.4324 1.4133
R1 1.4199 1.4199 1.4104 1.4262
PP 1.4009 1.4009 1.4009 1.4040
S1 1.3884 1.3884 1.4046 1.3947
S2 1.3694 1.3694 1.4017
S3 1.3379 1.3569 1.3988
S4 1.3064 1.3254 1.3902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4133 1.3821 0.0312 2.2% 0.0183 1.3% 83% False False 234,450
10 1.4133 1.3736 0.0397 2.8% 0.0167 1.2% 87% False False 213,854
20 1.4327 1.3736 0.0591 4.2% 0.0199 1.4% 58% False False 133,796
40 1.4327 1.3221 0.1106 7.9% 0.0183 1.3% 78% False False 67,623
60 1.4327 1.2876 0.1451 10.3% 0.0170 1.2% 83% False False 45,145
80 1.4327 1.2621 0.1706 12.1% 0.0164 1.2% 86% False False 33,879
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.4620
2.618 1.4420
1.618 1.4298
1.000 1.4223
0.618 1.4176
HIGH 1.4101
0.618 1.4054
0.500 1.4040
0.382 1.4026
LOW 1.3979
0.618 1.3904
1.000 1.3857
1.618 1.3782
2.618 1.3660
4.250 1.3461
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 1.4067 1.4054
PP 1.4054 1.4028
S1 1.4040 1.4001

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

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