CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 1.4281 1.4334 0.0053 0.4% 1.4343
High 1.4366 1.4375 0.0009 0.1% 1.4420
Low 1.4257 1.4180 -0.0077 -0.5% 1.4206
Close 1.4329 1.4214 -0.0115 -0.8% 1.4286
Range 0.0109 0.0195 0.0086 78.9% 0.0214
ATR 0.0124 0.0129 0.0005 4.1% 0.0000
Volume 2,077 2,240 163 7.8% 13,450
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4841 1.4723 1.4321
R3 1.4646 1.4528 1.4268
R2 1.4451 1.4451 1.4250
R1 1.4333 1.4333 1.4232 1.4295
PP 1.4256 1.4256 1.4256 1.4237
S1 1.4138 1.4138 1.4196 1.4100
S2 1.4061 1.4061 1.4178
S3 1.3866 1.3943 1.4160
S4 1.3671 1.3748 1.4107
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.4946 1.4830 1.4404
R3 1.4732 1.4616 1.4345
R2 1.4518 1.4518 1.4325
R1 1.4402 1.4402 1.4306 1.4353
PP 1.4304 1.4304 1.4304 1.4280
S1 1.4188 1.4188 1.4266 1.4139
S2 1.4090 1.4090 1.4247
S3 1.3876 1.3974 1.4227
S4 1.3662 1.3760 1.4168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4420 1.4180 0.0240 1.7% 0.0150 1.1% 14% False True 2,424
10 1.4420 1.4091 0.0329 2.3% 0.0133 0.9% 37% False False 2,376
20 1.4447 1.4050 0.0397 2.8% 0.0126 0.9% 41% False False 1,441
40 1.4447 1.3844 0.0603 4.2% 0.0119 0.8% 61% False False 931
60 1.4447 1.3753 0.0694 4.9% 0.0118 0.8% 66% False False 675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5204
2.618 1.4886
1.618 1.4691
1.000 1.4570
0.618 1.4496
HIGH 1.4375
0.618 1.4301
0.500 1.4278
0.382 1.4254
LOW 1.4180
0.618 1.4059
1.000 1.3985
1.618 1.3864
2.618 1.3669
4.250 1.3351
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 1.4278 1.4284
PP 1.4256 1.4260
S1 1.4235 1.4237

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

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