CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 1.4310 1.4487 0.0177 1.2% 1.4281
High 1.4536 1.4602 0.0066 0.5% 1.4375
Low 1.4303 1.4467 0.0164 1.1% 1.4180
Close 1.4489 1.4543 0.0054 0.4% 1.4309
Range 0.0233 0.0135 -0.0098 -42.1% 0.0195
ATR 0.0135 0.0135 0.0000 0.0% 0.0000
Volume 9,823 51,669 41,846 426.0% 23,387
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4942 1.4878 1.4617
R3 1.4807 1.4743 1.4580
R2 1.4672 1.4672 1.4568
R1 1.4608 1.4608 1.4555 1.4640
PP 1.4537 1.4537 1.4537 1.4554
S1 1.4473 1.4473 1.4531 1.4505
S2 1.4402 1.4402 1.4518
S3 1.4267 1.4338 1.4506
S4 1.4132 1.4203 1.4469
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4873 1.4786 1.4416
R3 1.4678 1.4591 1.4363
R2 1.4483 1.4483 1.4345
R1 1.4396 1.4396 1.4327 1.4440
PP 1.4288 1.4288 1.4288 1.4310
S1 1.4201 1.4201 1.4291 1.4245
S2 1.4093 1.4093 1.4273
S3 1.3898 1.4006 1.4255
S4 1.3703 1.3811 1.4202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4602 1.4192 0.0410 2.8% 0.0144 1.0% 86% True False 16,112
10 1.4602 1.4180 0.0422 2.9% 0.0147 1.0% 86% True False 9,268
20 1.4602 1.4050 0.0552 3.8% 0.0132 0.9% 89% True False 5,401
40 1.4602 1.4010 0.0592 4.1% 0.0125 0.9% 90% True False 2,906
60 1.4602 1.3806 0.0796 5.5% 0.0119 0.8% 93% True False 2,016
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5176
2.618 1.4955
1.618 1.4820
1.000 1.4737
0.618 1.4685
HIGH 1.4602
0.618 1.4550
0.500 1.4535
0.382 1.4519
LOW 1.4467
0.618 1.4384
1.000 1.4332
1.618 1.4249
2.618 1.4114
4.250 1.3893
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 1.4540 1.4494
PP 1.4537 1.4446
S1 1.4535 1.4397

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

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