CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 1.3944 1.3900 -0.0044 -0.3% 1.4187
High 1.3944 1.3900 -0.0044 -0.3% 1.4282
Low 1.3869 1.3900 0.0031 0.2% 1.3950
Close 1.3871 1.4055 0.0184 1.3% 1.3941
Range 0.0075 0.0000 -0.0075 -100.0% 0.0332
ATR 0.0000 0.0102 0.0102 0.0000
Volume 8 3 -5 -62.5% 324
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.3952 1.4003 1.4055
R3 1.3952 1.4003 1.4055
R2 1.3952 1.3952 1.4055
R1 1.4003 1.4003 1.4055 1.3978
PP 1.3952 1.3952 1.3952 1.3939
S1 1.4003 1.4003 1.4055 1.3978
S2 1.3952 1.3952 1.4055
S3 1.3952 1.4003 1.4055
S4 1.3952 1.4003 1.4055
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.5054 1.4829 1.4124
R3 1.4722 1.4497 1.4032
R2 1.4390 1.4390 1.4002
R1 1.4165 1.4165 1.3971 1.4112
PP 1.4058 1.4058 1.4058 1.4031
S1 1.3833 1.3833 1.3911 1.3780
S2 1.3726 1.3726 1.3880
S3 1.3394 1.3501 1.3850
S4 1.3062 1.3169 1.3758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4215 1.3869 0.0346 2.5% 0.0087 0.6% 54% False False 56
10 1.4282 1.3846 0.0436 3.1% 0.0071 0.5% 48% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3900
2.618 1.3900
1.618 1.3900
1.000 1.3900
0.618 1.3900
HIGH 1.3900
0.618 1.3900
0.500 1.3900
0.382 1.3900
LOW 1.3900
0.618 1.3900
1.000 1.3900
1.618 1.3900
2.618 1.3900
4.250 1.3900
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 1.4003 1.4041
PP 1.3952 1.4027
S1 1.3900 1.4014

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

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