CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 1.2862 1.2862 0.0000 0.0% 1.2596
High 1.2950 1.2950 0.0000 0.0% 1.3068
Low 1.2862 1.2639 -0.0223 -1.7% 1.2554
Close 1.2865 1.2697 -0.0168 -1.3% 1.2697
Range 0.0088 0.0311 0.0223 253.4% 0.0514
ATR 0.0251 0.0256 0.0004 1.7% 0.0000
Volume 2,539 1,615 -924 -36.4% 12,834
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.3695 1.3507 1.2868
R3 1.3384 1.3196 1.2783
R2 1.3073 1.3073 1.2754
R1 1.2885 1.2885 1.2726 1.2824
PP 1.2762 1.2762 1.2762 1.2731
S1 1.2574 1.2574 1.2668 1.2513
S2 1.2451 1.2451 1.2640
S3 1.2140 1.2263 1.2611
S4 1.1829 1.1952 1.2526
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.4315 1.4020 1.2980
R3 1.3801 1.3506 1.2838
R2 1.3287 1.3287 1.2791
R1 1.2992 1.2992 1.2744 1.3140
PP 1.2773 1.2773 1.2773 1.2847
S1 1.2478 1.2478 1.2650 1.2626
S2 1.2259 1.2259 1.2603
S3 1.1745 1.1964 1.2556
S4 1.1231 1.1450 1.2414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3068 1.2554 0.0514 4.0% 0.0258 2.0% 28% False False 2,566
10 1.3068 1.2400 0.0668 5.3% 0.0231 1.8% 44% False False 1,610
20 1.3068 1.2363 0.0705 5.6% 0.0252 2.0% 47% False False 1,072
40 1.3791 1.2351 0.1440 11.3% 0.0243 1.9% 24% False False 883
60 1.4786 1.2351 0.2435 19.2% 0.0230 1.8% 14% False False 1,153
80 1.5121 1.2351 0.2770 21.8% 0.0184 1.4% 12% False False 873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0056
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4272
2.618 1.3764
1.618 1.3453
1.000 1.3261
0.618 1.3142
HIGH 1.2950
0.618 1.2831
0.500 1.2795
0.382 1.2758
LOW 1.2639
0.618 1.2447
1.000 1.2328
1.618 1.2136
2.618 1.1825
4.250 1.1317
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 1.2795 1.2842
PP 1.2762 1.2794
S1 1.2730 1.2745

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

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