CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 1.4023 1.3808 -0.0215 -1.5% 1.3944
High 1.4030 1.3827 -0.0203 -1.4% 1.4160
Low 1.3975 1.3754 -0.0221 -1.6% 1.3869
Close 1.3988 1.3767 -0.0221 -1.6% 1.3988
Range 0.0055 0.0073 0.0018 32.7% 0.0291
ATR 0.0120 0.0128 0.0008 6.8% 0.0000
Volume 6 24 18 300.0% 28
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4002 1.3957 1.3807
R3 1.3929 1.3884 1.3787
R2 1.3856 1.3856 1.3780
R1 1.3811 1.3811 1.3774 1.3797
PP 1.3783 1.3783 1.3783 1.3776
S1 1.3738 1.3738 1.3760 1.3724
S2 1.3710 1.3710 1.3754
S3 1.3637 1.3665 1.3747
S4 1.3564 1.3592 1.3727
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4879 1.4724 1.4148
R3 1.4588 1.4433 1.4068
R2 1.4297 1.4297 1.4041
R1 1.4142 1.4142 1.4015 1.4220
PP 1.4006 1.4006 1.4006 1.4044
S1 1.3851 1.3851 1.3961 1.3929
S2 1.3715 1.3715 1.3935
S3 1.3424 1.3560 1.3908
S4 1.3133 1.3269 1.3828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4160 1.3754 0.0406 2.9% 0.0102 0.7% 3% False True 8
10 1.4282 1.3754 0.0528 3.8% 0.0101 0.7% 2% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4137
2.618 1.4018
1.618 1.3945
1.000 1.3900
0.618 1.3872
HIGH 1.3827
0.618 1.3799
0.500 1.3791
0.382 1.3782
LOW 1.3754
0.618 1.3709
1.000 1.3681
1.618 1.3636
2.618 1.3563
4.250 1.3444
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 1.3791 1.3957
PP 1.3783 1.3894
S1 1.3775 1.3830

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

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