CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 1.2891 1.2988 0.0097 0.8% 1.2700
High 1.3041 1.3371 0.0330 2.5% 1.2830
Low 1.2868 1.2972 0.0104 0.8% 1.2542
Close 1.2980 1.3282 0.0302 2.3% 1.2671
Range 0.0173 0.0399 0.0226 130.6% 0.0288
ATR 0.0231 0.0243 0.0012 5.2% 0.0000
Volume 39,667 61,723 22,056 55.6% 22,346
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4405 1.4243 1.3501
R3 1.4006 1.3844 1.3392
R2 1.3607 1.3607 1.3355
R1 1.3445 1.3445 1.3319 1.3526
PP 1.3208 1.3208 1.3208 1.3249
S1 1.3046 1.3046 1.3245 1.3127
S2 1.2809 1.2809 1.3209
S3 1.2410 1.2647 1.3172
S4 1.2011 1.2248 1.3063
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 1.3371 1.2608 0.0763 5.7% 0.0239 1.8% 88% True False 26,859
10 1.3371 1.2542 0.0829 6.2% 0.0226 1.7% 89% True False 14,918
20 1.3371 1.2400 0.0971 7.3% 0.0222 1.7% 91% True False 8,260
40 1.3460 1.2351 0.1109 8.3% 0.0245 1.8% 84% False False 4,411
60 1.4786 1.2351 0.2435 18.3% 0.0236 1.8% 38% False False 3,594
80 1.4786 1.2351 0.2435 18.3% 0.0203 1.5% 38% False False 2,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.5067
2.618 1.4416
1.618 1.4017
1.000 1.3770
0.618 1.3618
HIGH 1.3371
0.618 1.3219
0.500 1.3172
0.382 1.3124
LOW 1.2972
0.618 1.2725
1.000 1.2573
1.618 1.2326
2.618 1.1927
4.250 1.1276
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 1.3245 1.3211
PP 1.3208 1.3139
S1 1.3172 1.3068

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

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