CME Euro FX (E) Future September 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 1.3978 1.3777 -0.0201 -1.4% 1.3845
High 1.3989 1.3922 -0.0067 -0.5% 1.4166
Low 1.3742 1.3736 -0.0006 0.0% 1.3792
Close 1.3775 1.3834 0.0059 0.4% 1.3998
Range 0.0247 0.0186 -0.0061 -24.7% 0.0374
ATR 0.0203 0.0201 -0.0001 -0.6% 0.0000
Volume 167,863 203,067 35,204 21.0% 327,618
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4389 1.4297 1.3936
R3 1.4203 1.4111 1.3885
R2 1.4017 1.4017 1.3868
R1 1.3925 1.3925 1.3851 1.3971
PP 1.3831 1.3831 1.3831 1.3854
S1 1.3739 1.3739 1.3817 1.3785
S2 1.3645 1.3645 1.3800
S3 1.3459 1.3553 1.3783
S4 1.3273 1.3367 1.3732
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5107 1.4927 1.4204
R3 1.4733 1.4553 1.4101
R2 1.4359 1.4359 1.4067
R1 1.4179 1.4179 1.4032 1.4269
PP 1.3985 1.3985 1.3985 1.4031
S1 1.3805 1.3805 1.3964 1.3895
S2 1.3611 1.3611 1.3929
S3 1.3237 1.3431 1.3895
S4 1.2863 1.3057 1.3792
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4166 1.3736 0.0430 3.1% 0.0218 1.6% 23% False True 130,081
10 1.4327 1.3736 0.0591 4.3% 0.0227 1.6% 17% False True 73,639
20 1.4327 1.3524 0.0803 5.8% 0.0205 1.5% 39% False False 38,282
40 1.4327 1.2876 0.1451 10.5% 0.0182 1.3% 66% False False 19,284
60 1.4327 1.2876 0.1451 10.5% 0.0167 1.2% 66% False False 12,908
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0048
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4713
2.618 1.4409
1.618 1.4223
1.000 1.4108
0.618 1.4037
HIGH 1.3922
0.618 1.3851
0.500 1.3829
0.382 1.3807
LOW 1.3736
0.618 1.3621
1.000 1.3550
1.618 1.3435
2.618 1.3249
4.250 1.2946
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 1.3832 1.3926
PP 1.3831 1.3895
S1 1.3829 1.3865

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

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