CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 1.4020 1.4090 0.0070 0.5% 1.3860
High 1.4080 1.4143 0.0063 0.4% 1.4130
Low 1.3994 1.4005 0.0011 0.1% 1.3822
Close 1.4078 1.4038 -0.0040 -0.3% 1.4072
Range 0.0086 0.0138 0.0052 60.5% 0.0308
ATR 0.0131 0.0132 0.0000 0.4% 0.0000
Volume 663 50 -613 -92.5% 752
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4476 1.4395 1.4114
R3 1.4338 1.4257 1.4076
R2 1.4200 1.4200 1.4063
R1 1.4119 1.4119 1.4051 1.4091
PP 1.4062 1.4062 1.4062 1.4048
S1 1.3981 1.3981 1.4025 1.3953
S2 1.3924 1.3924 1.4013
S3 1.3786 1.3843 1.4000
S4 1.3648 1.3705 1.3962
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4932 1.4810 1.4241
R3 1.4624 1.4502 1.4157
R2 1.4316 1.4316 1.4128
R1 1.4194 1.4194 1.4100 1.4255
PP 1.4008 1.4008 1.4008 1.4039
S1 1.3886 1.3886 1.4044 1.3947
S2 1.3700 1.3700 1.4016
S3 1.3392 1.3578 1.3987
S4 1.3084 1.3270 1.3903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4143 1.3903 0.0240 1.7% 0.0123 0.9% 56% True False 288
10 1.4143 1.3806 0.0337 2.4% 0.0112 0.8% 69% True False 164
20 1.4215 1.3753 0.0462 3.3% 0.0111 0.8% 62% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4730
2.618 1.4504
1.618 1.4366
1.000 1.4281
0.618 1.4228
HIGH 1.4143
0.618 1.4090
0.500 1.4074
0.382 1.4058
LOW 1.4005
0.618 1.3920
1.000 1.3867
1.618 1.3782
2.618 1.3644
4.250 1.3419
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 1.4074 1.4069
PP 1.4062 1.4058
S1 1.4050 1.4048

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

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