CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 1.4596 1.4625 0.0029 0.2% 1.4310
High 1.4652 1.4685 0.0033 0.2% 1.4635
Low 1.4514 1.4558 0.0044 0.3% 1.4303
Close 1.4613 1.4658 0.0045 0.3% 1.4592
Range 0.0138 0.0127 -0.0011 -8.0% 0.0332
ATR 0.0130 0.0130 0.0000 -0.2% 0.0000
Volume 203,402 214,700 11,298 5.6% 339,943
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.5015 1.4963 1.4728
R3 1.4888 1.4836 1.4693
R2 1.4761 1.4761 1.4681
R1 1.4709 1.4709 1.4670 1.4735
PP 1.4634 1.4634 1.4634 1.4647
S1 1.4582 1.4582 1.4646 1.4608
S2 1.4507 1.4507 1.4635
S3 1.4380 1.4455 1.4623
S4 1.4253 1.4328 1.4588
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.5506 1.5381 1.4775
R3 1.5174 1.5049 1.4683
R2 1.4842 1.4842 1.4653
R1 1.4717 1.4717 1.4622 1.4780
PP 1.4510 1.4510 1.4510 1.4541
S1 1.4385 1.4385 1.4562 1.4448
S2 1.4178 1.4178 1.4531
S3 1.3846 1.4053 1.4501
S4 1.3514 1.3721 1.4409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4685 1.4467 0.0218 1.5% 0.0119 0.8% 88% True False 149,644
10 1.4685 1.4180 0.0505 3.4% 0.0137 0.9% 95% True False 77,935
20 1.4685 1.4072 0.0613 4.2% 0.0129 0.9% 96% True False 40,072
40 1.4685 1.4010 0.0675 4.6% 0.0127 0.9% 96% True False 20,306
60 1.4685 1.3844 0.0841 5.7% 0.0120 0.8% 97% True False 13,622
80 1.4685 1.3753 0.0932 6.4% 0.0114 0.8% 97% True False 10,225
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5225
2.618 1.5017
1.618 1.4890
1.000 1.4812
0.618 1.4763
HIGH 1.4685
0.618 1.4636
0.500 1.4622
0.382 1.4607
LOW 1.4558
0.618 1.4480
1.000 1.4431
1.618 1.4353
2.618 1.4226
4.250 1.4018
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 1.4646 1.4639
PP 1.4634 1.4619
S1 1.4622 1.4600

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

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