CME Euro FX Future September 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 1.4121 1.4159 0.0038 0.3% 1.3972
High 1.4121 1.4159 0.0038 0.3% 1.4121
Low 1.4121 1.4159 0.0038 0.3% 1.3900
Close 1.4121 1.4159 0.0038 0.3% 1.4121
Range
ATR 0.0094 0.0090 -0.0004 -4.3% 0.0000
Volume 6,659 3,876 -2,783 -41.8% 15,228
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.4159 1.4159 1.4159
R3 1.4159 1.4159 1.4159
R2 1.4159 1.4159 1.4159
R1 1.4159 1.4159 1.4159 1.4159
PP 1.4159 1.4159 1.4159 1.4159
S1 1.4159 1.4159 1.4159 1.4159
S2 1.4159 1.4159 1.4159
S3 1.4159 1.4159 1.4159
S4 1.4159 1.4159 1.4159
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 1.4159 1.3900 0.0259 1.8% 0.0010 0.1% 100% True False 3,820
10 1.4159 1.3526 0.0633 4.5% 0.0016 0.1% 100% True False 2,542
20 1.4159 1.3285 0.0874 6.2% 0.0018 0.1% 100% True False 1,450
40 1.4159 1.2912 0.1247 8.8% 0.0013 0.1% 100% True False 820
60 1.4159 1.2648 0.1511 10.7% 0.0014 0.1% 100% True False 574
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.4159
2.618 1.4159
1.618 1.4159
1.000 1.4159
0.618 1.4159
HIGH 1.4159
0.618 1.4159
0.500 1.4159
0.382 1.4159
LOW 1.4159
0.618 1.4159
1.000 1.4159
1.618 1.4159
2.618 1.4159
4.250 1.4159
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 1.4159 1.4116
PP 1.4159 1.4073
S1 1.4159 1.4030

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

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