CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 1.2749 1.2704 -0.0045 -0.4% 1.2700
High 1.2785 1.2943 0.0158 1.2% 1.2830
Low 1.2608 1.2703 0.0095 0.8% 1.2542
Close 1.2671 1.2928 0.0257 2.0% 1.2671
Range 0.0177 0.0240 0.0063 35.6% 0.0288
ATR 0.0235 0.0238 0.0003 1.1% 0.0000
Volume 9,075 6,289 -2,786 -30.7% 22,346
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3578 1.3493 1.3060
R3 1.3338 1.3253 1.2994
R2 1.3098 1.3098 1.2972
R1 1.3013 1.3013 1.2950 1.3056
PP 1.2858 1.2858 1.2858 1.2879
S1 1.2773 1.2773 1.2906 1.2816
S2 1.2618 1.2618 1.2884
S3 1.2378 1.2533 1.2862
S4 1.2138 1.2293 1.2796
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3545 1.3396 1.2829
R3 1.3257 1.3108 1.2750
R2 1.2969 1.2969 1.2724
R1 1.2820 1.2820 1.2697 1.2751
PP 1.2681 1.2681 1.2681 1.2646
S1 1.2532 1.2532 1.2645 1.2463
S2 1.2393 1.2393 1.2618
S3 1.2105 1.2244 1.2592
S4 1.1817 1.1956 1.2513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2943 1.2542 0.0401 3.1% 0.0209 1.6% 96% True False 4,908
10 1.3068 1.2542 0.0526 4.1% 0.0206 1.6% 73% False False 3,804
20 1.3068 1.2363 0.0705 5.5% 0.0227 1.8% 80% False False 2,358
40 1.3772 1.2351 0.1421 11.0% 0.0237 1.8% 41% False False 1,528
60 1.4786 1.2351 0.2435 18.8% 0.0235 1.8% 24% False False 1,628
80 1.4786 1.2351 0.2435 18.8% 0.0194 1.5% 24% False False 1,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3963
2.618 1.3571
1.618 1.3331
1.000 1.3183
0.618 1.3091
HIGH 1.2943
0.618 1.2851
0.500 1.2823
0.382 1.2795
LOW 1.2703
0.618 1.2555
1.000 1.2463
1.618 1.2315
2.618 1.2075
4.250 1.1683
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 1.2893 1.2866
PP 1.2858 1.2804
S1 1.2823 1.2743

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

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