CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 1.3319 1.3345 0.0026 0.2% 1.2704
High 1.3384 1.3692 0.0308 2.3% 1.3384
Low 1.3219 1.3335 0.0116 0.9% 1.2703
Close 1.3340 1.3636 0.0296 2.2% 1.3340
Range 0.0165 0.0357 0.0192 116.4% 0.0681
ATR 0.0237 0.0246 0.0009 3.6% 0.0000
Volume 119,241 145,348 26,107 21.9% 244,461
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4625 1.4488 1.3832
R3 1.4268 1.4131 1.3734
R2 1.3911 1.3911 1.3701
R1 1.3774 1.3774 1.3669 1.3843
PP 1.3554 1.3554 1.3554 1.3589
S1 1.3417 1.3417 1.3603 1.3486
S2 1.3197 1.3197 1.3571
S3 1.2840 1.3060 1.3538
S4 1.2483 1.2703 1.3440
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.5185 1.4944 1.3715
R3 1.4504 1.4263 1.3527
R2 1.3823 1.3823 1.3465
R1 1.3582 1.3582 1.3402 1.3703
PP 1.3142 1.3142 1.3142 1.3203
S1 1.2901 1.2901 1.3278 1.3022
S2 1.2461 1.2461 1.3215
S3 1.1780 1.2220 1.3153
S4 1.1099 1.1539 1.2965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3692 1.2764 0.0928 6.8% 0.0260 1.9% 94% True False 76,704
10 1.3692 1.2542 0.1150 8.4% 0.0234 1.7% 95% True False 40,806
20 1.3692 1.2400 0.1292 9.5% 0.0228 1.7% 96% True False 21,388
40 1.3692 1.2351 0.1341 9.8% 0.0250 1.8% 96% True False 10,986
60 1.4731 1.2351 0.2380 17.5% 0.0233 1.7% 54% False False 7,978
80 1.4786 1.2351 0.2435 17.9% 0.0208 1.5% 53% False False 6,018
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 False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5209
2.618 1.4627
1.618 1.4270
1.000 1.4049
0.618 1.3913
HIGH 1.3692
0.618 1.3556
0.500 1.3514
0.382 1.3471
LOW 1.3335
0.618 1.3114
1.000 1.2978
1.618 1.2757
2.618 1.2400
4.250 1.1818
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 1.3595 1.3535
PP 1.3554 1.3433
S1 1.3514 1.3332

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

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