CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 1.3902 1.4121 0.0219 1.6% 1.3972
High 1.3950 1.4121 0.0171 1.2% 1.4121
Low 1.3900 1.4121 0.0221 1.6% 1.3900
Close 1.3950 1.4121 0.0171 1.2% 1.4121
Range 0.0050 0.0000 -0.0050 -100.0% 0.0221
ATR 0.0088 0.0094 0.0006 6.8% 0.0000
Volume 2,333 6,659 4,326 185.4% 15,228
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.4121 1.4121 1.4121
R3 1.4121 1.4121 1.4121
R2 1.4121 1.4121 1.4121
R1 1.4121 1.4121 1.4121 1.4121
PP 1.4121 1.4121 1.4121 1.4121
S1 1.4121 1.4121 1.4121 1.4121
S2 1.4121 1.4121 1.4121
S3 1.4121 1.4121 1.4121
S4 1.4121 1.4121 1.4121
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.4710 1.4637 1.4243
R3 1.4489 1.4416 1.4182
R2 1.4268 1.4268 1.4162
R1 1.4195 1.4195 1.4141 1.4232
PP 1.4047 1.4047 1.4047 1.4066
S1 1.3974 1.3974 1.4101 1.4011
S2 1.3826 1.3826 1.4080
S3 1.3605 1.3753 1.4060
S4 1.3384 1.3532 1.3999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4121 1.3900 0.0221 1.6% 0.0010 0.1% 100% True False 3,436
10 1.4121 1.3463 0.0658 4.7% 0.0016 0.1% 100% True False 2,178
20 1.4121 1.3261 0.0860 6.1% 0.0018 0.1% 100% True False 1,267
40 1.4121 1.2912 0.1209 8.6% 0.0013 0.1% 100% True False 727
60 1.4121 1.2554 0.1567 11.1% 0.0014 0.1% 100% True False 509
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4121
2.618 1.4121
1.618 1.4121
1.000 1.4121
0.618 1.4121
HIGH 1.4121
0.618 1.4121
0.500 1.4121
0.382 1.4121
LOW 1.4121
0.618 1.4121
1.000 1.4121
1.618 1.4121
2.618 1.4121
4.250 1.4121
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 1.4121 1.4084
PP 1.4121 1.4047
S1 1.4121 1.4011

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

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