CME Euro FX (E) Future December 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 1.4068 1.4158 0.0090 0.6% 1.4187
High 1.4144 1.4158 0.0014 0.1% 1.4282
Low 1.4068 1.3950 -0.0118 -0.8% 1.3950
Close 1.4154 1.3941 -0.0213 -1.5% 1.3941
Range 0.0076 0.0208 0.0132 173.7% 0.0332
ATR
Volume 254 4 -250 -98.4% 324
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4640 1.4499 1.4055
R3 1.4432 1.4291 1.3998
R2 1.4224 1.4224 1.3979
R1 1.4083 1.4083 1.3960 1.4050
PP 1.4016 1.4016 1.4016 1.4000
S1 1.3875 1.3875 1.3922 1.3842
S2 1.3808 1.3808 1.3903
S3 1.3600 1.3667 1.3884
S4 1.3392 1.3459 1.3827
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5054 1.4829 1.4124
R3 1.4722 1.4497 1.4032
R2 1.4390 1.4390 1.4002
R1 1.4165 1.4165 1.3971 1.4112
PP 1.4058 1.4058 1.4058 1.4031
S1 1.3833 1.3833 1.3911 1.3780
S2 1.3726 1.3726 1.3880
S3 1.3394 1.3501 1.3850
S4 1.3062 1.3169 1.3758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4282 1.3950 0.0332 2.4% 0.0094 0.7% -3% False True 64
10 1.4282 1.3846 0.0436 3.1% 0.0084 0.6% 22% False False 45
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 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5042
2.618 1.4703
1.618 1.4495
1.000 1.4366
0.618 1.4287
HIGH 1.4158
0.618 1.4079
0.500 1.4054
0.382 1.4029
LOW 1.3950
0.618 1.3821
1.000 1.3742
1.618 1.3613
2.618 1.3405
4.250 1.3066
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 1.4054 1.4083
PP 1.4016 1.4035
S1 1.3979 1.3988

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

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