CME Euro FX 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 1.4181 1.3948 -0.0233 -1.6% 1.4159
High 1.4205 1.3948 -0.0257 -1.8% 1.4310
Low 1.4095 1.3948 -0.0147 -1.0% 1.3948
Close 1.4164 1.3948 -0.0216 -1.5% 1.3948
Range 0.0110 0.0000 -0.0110 -100.0% 0.0362
ATR 0.0101 0.0110 0.0008 8.1% 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 1.3948 1.3948 1.3948
R3 1.3948 1.3948 1.3948
R2 1.3948 1.3948 1.3948
R1 1.3948 1.3948 1.3948 1.3948
PP 1.3948 1.3948 1.3948 1.3948
S1 1.3948 1.3948 1.3948 1.3948
S2 1.3948 1.3948 1.3948
S3 1.3948 1.3948 1.3948
S4 1.3948 1.3948 1.3948
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5155 1.4913 1.4147
R3 1.4793 1.4551 1.4048
R2 1.4431 1.4431 1.4014
R1 1.4189 1.4189 1.3981 1.4129
PP 1.4069 1.4069 1.4069 1.4039
S1 1.3827 1.3827 1.3915 1.3767
S2 1.3707 1.3707 1.3882
S3 1.3345 1.3465 1.3848
S4 1.2983 1.3103 1.3749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4310 1.3948 0.0362 2.6% 0.0040 0.3% 0% False True 9,158
10 1.4310 1.3900 0.0410 2.9% 0.0025 0.2% 12% False False 6,297
20 1.4310 1.3463 0.0847 6.1% 0.0025 0.2% 57% False False 3,513
40 1.4310 1.2912 0.1398 10.0% 0.0018 0.1% 74% False False 1,853
60 1.4310 1.2877 0.1433 10.3% 0.0018 0.1% 75% False False 1,270
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3948
2.618 1.3948
1.618 1.3948
1.000 1.3948
0.618 1.3948
HIGH 1.3948
0.618 1.3948
0.500 1.3948
0.382 1.3948
LOW 1.3948
0.618 1.3948
1.000 1.3948
1.618 1.3948
2.618 1.3948
4.250 1.3948
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 1.3948 1.4077
PP 1.3948 1.4034
S1 1.3948 1.3991

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

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