CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 1.2575 1.2478 -0.0097 -0.8% 1.2800
High 1.2777 1.2577 -0.0200 -1.6% 1.2857
Low 1.2487 1.2408 -0.0079 -0.6% 1.2363
Close 1.2572 1.2490 -0.0082 -0.7% 1.2765
Range 0.0290 0.0169 -0.0121 -41.7% 0.0494
ATR 0.0261 0.0254 -0.0007 -2.5% 0.0000
Volume 576 1,031 455 79.0% 2,529
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.2999 1.2913 1.2583
R3 1.2830 1.2744 1.2536
R2 1.2661 1.2661 1.2521
R1 1.2575 1.2575 1.2505 1.2618
PP 1.2492 1.2492 1.2492 1.2513
S1 1.2406 1.2406 1.2475 1.2449
S2 1.2323 1.2323 1.2459
S3 1.2154 1.2237 1.2444
S4 1.1985 1.2068 1.2397
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4144 1.3948 1.3037
R3 1.3650 1.3454 1.2901
R2 1.3156 1.3156 1.2856
R1 1.2960 1.2960 1.2810 1.2811
PP 1.2662 1.2662 1.2662 1.2587
S1 1.2466 1.2466 1.2720 1.2317
S2 1.2168 1.2168 1.2674
S3 1.1674 1.1972 1.2629
S4 1.1180 1.1478 1.2493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2777 1.2408 0.0369 3.0% 0.0196 1.6% 22% False True 859
10 1.2857 1.2363 0.0494 4.0% 0.0225 1.8% 26% False False 566
20 1.3235 1.2351 0.0884 7.1% 0.0265 2.1% 16% False False 582
40 1.4630 1.2351 0.2279 18.2% 0.0239 1.9% 6% False False 1,258
60 1.4786 1.2351 0.2435 19.5% 0.0212 1.7% 6% False False 931
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 True
Bear Hook False
Bull Hook False
Stretch 0.0048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3295
2.618 1.3019
1.618 1.2850
1.000 1.2746
0.618 1.2681
HIGH 1.2577
0.618 1.2512
0.500 1.2493
0.382 1.2473
LOW 1.2408
0.618 1.2304
1.000 1.2239
1.618 1.2135
2.618 1.1966
4.250 1.1690
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 1.2493 1.2593
PP 1.2492 1.2558
S1 1.2491 1.2524

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

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