CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 1.4121 1.4181 0.0060 0.4% 1.3972
High 1.4121 1.4205 0.0084 0.6% 1.4121
Low 1.4121 1.4095 -0.0026 -0.2% 1.3900
Close 1.4121 1.4164 0.0043 0.3% 1.4121
Range 0.0000 0.0110 0.0110 0.0221
ATR 0.0101 0.0101 0.0001 0.7% 0.0000
Volume 9,512 13,843 4,331 45.5% 15,228
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4485 1.4434 1.4225
R3 1.4375 1.4324 1.4194
R2 1.4265 1.4265 1.4184
R1 1.4214 1.4214 1.4174 1.4185
PP 1.4155 1.4155 1.4155 1.4140
S1 1.4104 1.4104 1.4154 1.4075
S2 1.4045 1.4045 1.4144
S3 1.3935 1.3994 1.4134
S4 1.3825 1.3884 1.4104
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.4710 1.4637 1.4243
R3 1.4489 1.4416 1.4182
R2 1.4268 1.4268 1.4162
R1 1.4195 1.4195 1.4141 1.4232
PP 1.4047 1.4047 1.4047 1.4066
S1 1.3974 1.3974 1.4101 1.4011
S2 1.3826 1.3826 1.4080
S3 1.3605 1.3753 1.4060
S4 1.3384 1.3532 1.3999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4310 1.4095 0.0215 1.5% 0.0040 0.3% 32% False True 7,593
10 1.4310 1.3876 0.0434 3.1% 0.0025 0.2% 66% False False 5,097
20 1.4310 1.3366 0.0944 6.7% 0.0025 0.2% 85% False False 2,804
40 1.4310 1.2912 0.1398 9.9% 0.0018 0.1% 90% False False 1,495
60 1.4310 1.2815 0.1495 10.6% 0.0018 0.1% 90% False False 1,029
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 0.0003
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.4673
2.618 1.4493
1.618 1.4383
1.000 1.4315
0.618 1.4273
HIGH 1.4205
0.618 1.4163
0.500 1.4150
0.382 1.4137
LOW 1.4095
0.618 1.4027
1.000 1.3985
1.618 1.3917
2.618 1.3807
4.250 1.3628
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 1.4159 1.4203
PP 1.4155 1.4190
S1 1.4150 1.4177

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

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