CME Euro FX (E) Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 1.3916 1.4073 0.0157 1.1% 1.3876
High 1.4191 1.4116 -0.0075 -0.5% 1.4098
Low 1.3908 1.3817 -0.0091 -0.7% 1.3871
Close 1.4054 1.3921 -0.0133 -0.9% 1.4041
Range 0.0283 0.0299 0.0016 5.7% 0.0227
ATR 0.0282 0.0283 0.0001 0.4% 0.0000
Volume 100,672 73,173 -27,499 -27.3% 353,665
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4848 1.4684 1.4085
R3 1.4549 1.4385 1.4003
R2 1.4250 1.4250 1.3976
R1 1.4086 1.4086 1.3948 1.4019
PP 1.3951 1.3951 1.3951 1.3918
S1 1.3787 1.3787 1.3894 1.3720
S2 1.3652 1.3652 1.3866
S3 1.3353 1.3488 1.3839
S4 1.3054 1.3189 1.3757
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.4684 1.4590 1.4166
R3 1.4457 1.4363 1.4103
R2 1.4230 1.4230 1.4083
R1 1.4136 1.4136 1.4062 1.4183
PP 1.4003 1.4003 1.4003 1.4027
S1 1.3909 1.3909 1.4020 1.3956
S2 1.3776 1.3776 1.3999
S3 1.3549 1.3682 1.3979
S4 1.3322 1.3455 1.3916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4334 1.3817 0.0517 3.7% 0.0247 1.8% 20% False True 52,651
10 1.4687 1.3790 0.0897 6.4% 0.0303 2.2% 15% False False 121,033
20 1.4687 1.2542 0.2145 15.4% 0.0284 2.0% 64% False False 88,060
40 1.4687 1.2363 0.2324 16.7% 0.0257 1.8% 67% False False 44,679
60 1.4687 1.2351 0.2336 16.8% 0.0255 1.8% 67% False False 30,008
80 1.4786 1.2351 0.2435 17.5% 0.0246 1.8% 64% False False 22,950
100 1.4786 1.2351 0.2435 17.5% 0.0204 1.5% 64% False False 18,365
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 0.0059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5387
2.618 1.4899
1.618 1.4600
1.000 1.4415
0.618 1.4301
HIGH 1.4116
0.618 1.4002
0.500 1.3967
0.382 1.3931
LOW 1.3817
0.618 1.3632
1.000 1.3518
1.618 1.3333
2.618 1.3034
4.250 1.2546
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 1.3967 1.4076
PP 1.3951 1.4024
S1 1.3936 1.3973

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

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