CME Euro FX (E) Future December 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 1.4215 1.4068 -0.0147 -1.0% 1.4024
High 1.4215 1.4144 -0.0071 -0.5% 1.4126
Low 1.4140 1.4068 -0.0072 -0.5% 1.3846
Close 1.4113 1.4154 0.0041 0.3% 1.4115
Range 0.0075 0.0076 0.0001 1.3% 0.0280
ATR
Volume 13 254 241 1,853.8% 104
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4350 1.4328 1.4196
R3 1.4274 1.4252 1.4175
R2 1.4198 1.4198 1.4168
R1 1.4176 1.4176 1.4161 1.4187
PP 1.4122 1.4122 1.4122 1.4128
S1 1.4100 1.4100 1.4147 1.4111
S2 1.4046 1.4046 1.4140
S3 1.3970 1.4024 1.4133
S4 1.3894 1.3948 1.4112
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.4869 1.4772 1.4269
R3 1.4589 1.4492 1.4192
R2 1.4309 1.4309 1.4166
R1 1.4212 1.4212 1.4141 1.4261
PP 1.4029 1.4029 1.4029 1.4053
S1 1.3932 1.3932 1.4089 1.3981
S2 1.3749 1.3749 1.4064
S3 1.3469 1.3652 1.4038
S4 1.3189 1.3372 1.3961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4282 1.4060 0.0222 1.6% 0.0066 0.5% 42% False False 64
10 1.4282 1.3755 0.0527 3.7% 0.0063 0.4% 76% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4467
2.618 1.4343
1.618 1.4267
1.000 1.4220
0.618 1.4191
HIGH 1.4144
0.618 1.4115
0.500 1.4106
0.382 1.4097
LOW 1.4068
0.618 1.4021
1.000 1.3992
1.618 1.3945
2.618 1.3869
4.250 1.3745
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 1.4138 1.4175
PP 1.4122 1.4168
S1 1.4106 1.4161

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

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