CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 1.4287 1.4237 -0.0050 -0.3% 1.4163
High 1.4349 1.4420 0.0071 0.5% 1.4374
Low 1.4206 1.4223 0.0017 0.1% 1.4050
Close 1.4240 1.4371 0.0131 0.9% 1.4335
Range 0.0143 0.0197 0.0054 37.8% 0.0324
ATR 0.0122 0.0127 0.0005 4.4% 0.0000
Volume 3,695 1,713 -1,982 -53.6% 7,880
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4929 1.4847 1.4479
R3 1.4732 1.4650 1.4425
R2 1.4535 1.4535 1.4407
R1 1.4453 1.4453 1.4389 1.4494
PP 1.4338 1.4338 1.4338 1.4359
S1 1.4256 1.4256 1.4353 1.4297
S2 1.4141 1.4141 1.4335
S3 1.3944 1.4059 1.4317
S4 1.3747 1.3862 1.4263
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.5225 1.5104 1.4513
R3 1.4901 1.4780 1.4424
R2 1.4577 1.4577 1.4394
R1 1.4456 1.4456 1.4365 1.4517
PP 1.4253 1.4253 1.4253 1.4283
S1 1.4132 1.4132 1.4305 1.4193
S2 1.3929 1.3929 1.4276
S3 1.3605 1.3808 1.4246
S4 1.3281 1.3484 1.4157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4420 1.4206 0.0214 1.5% 0.0135 0.9% 77% True False 2,466
10 1.4420 1.4050 0.0370 2.6% 0.0125 0.9% 87% True False 2,008
20 1.4447 1.4050 0.0397 2.8% 0.0128 0.9% 81% False False 1,361
40 1.4447 1.3844 0.0603 4.2% 0.0116 0.8% 87% False False 798
60 1.4447 1.3753 0.0694 4.8% 0.0116 0.8% 89% False False 563
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 0.0029
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5257
2.618 1.4936
1.618 1.4739
1.000 1.4617
0.618 1.4542
HIGH 1.4420
0.618 1.4345
0.500 1.4322
0.382 1.4298
LOW 1.4223
0.618 1.4101
1.000 1.4026
1.618 1.3904
2.618 1.3707
4.250 1.3386
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 1.4355 1.4352
PP 1.4338 1.4332
S1 1.4322 1.4313

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

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