CME Euro FX (E) Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 1.3551 1.3625 0.0074 0.5% 1.3654
High 1.3665 1.3826 0.0161 1.2% 1.3719
Low 1.3528 1.3579 0.0051 0.4% 1.3459
Close 1.3648 1.3800 0.0152 1.1% 1.3471
Range 0.0137 0.0247 0.0110 80.3% 0.0260
ATR 0.0177 0.0182 0.0005 2.8% 0.0000
Volume 149,212 194,041 44,829 30.0% 846,709
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 1.4476 1.4385 1.3936
R3 1.4229 1.4138 1.3868
R2 1.3982 1.3982 1.3845
R1 1.3891 1.3891 1.3823 1.3937
PP 1.3735 1.3735 1.3735 1.3758
S1 1.3644 1.3644 1.3777 1.3690
S2 1.3488 1.3488 1.3755
S3 1.3241 1.3397 1.3732
S4 1.2994 1.3150 1.3664
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.4330 1.4160 1.3614
R3 1.4070 1.3900 1.3543
R2 1.3810 1.3810 1.3519
R1 1.3640 1.3640 1.3495 1.3595
PP 1.3550 1.3550 1.3550 1.3527
S1 1.3380 1.3380 1.3447 1.3335
S2 1.3290 1.3290 1.3423
S3 1.3030 1.3120 1.3400
S4 1.2770 1.2860 1.3328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3826 1.3420 0.0406 2.9% 0.0172 1.2% 94% True False 171,699
10 1.3826 1.3250 0.0576 4.2% 0.0180 1.3% 95% True False 180,613
20 1.3826 1.2961 0.0865 6.3% 0.0184 1.3% 97% True False 164,034
40 1.3826 1.2878 0.0948 6.9% 0.0185 1.3% 97% True False 160,317
60 1.3826 1.2456 0.1370 9.9% 0.0192 1.4% 98% True False 135,283
80 1.3826 1.2456 0.1370 9.9% 0.0194 1.4% 98% True False 101,566
100 1.4291 1.2456 0.1835 13.3% 0.0202 1.5% 73% False False 81,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4876
2.618 1.4473
1.618 1.4226
1.000 1.4073
0.618 1.3979
HIGH 1.3826
0.618 1.3732
0.500 1.3703
0.382 1.3673
LOW 1.3579
0.618 1.3426
1.000 1.3332
1.618 1.3179
2.618 1.2932
4.250 1.2529
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 1.3768 1.3741
PP 1.3735 1.3682
S1 1.3703 1.3623

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

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