CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 1.4625 1.4659 0.0034 0.2% 1.4310
High 1.4685 1.4737 0.0052 0.4% 1.4635
Low 1.4558 1.4641 0.0083 0.6% 1.4303
Close 1.4658 1.4722 0.0064 0.4% 1.4592
Range 0.0127 0.0096 -0.0031 -24.4% 0.0332
ATR 0.0130 0.0127 -0.0002 -1.9% 0.0000
Volume 214,700 233,857 19,157 8.9% 339,943
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4988 1.4951 1.4775
R3 1.4892 1.4855 1.4748
R2 1.4796 1.4796 1.4740
R1 1.4759 1.4759 1.4731 1.4778
PP 1.4700 1.4700 1.4700 1.4709
S1 1.4663 1.4663 1.4713 1.4682
S2 1.4604 1.4604 1.4704
S3 1.4508 1.4567 1.4696
S4 1.4412 1.4471 1.4669
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 1.4737 1.4502 0.0235 1.6% 0.0111 0.8% 94% True False 186,082
10 1.4737 1.4192 0.0545 3.7% 0.0128 0.9% 97% True False 101,097
20 1.4737 1.4091 0.0646 4.4% 0.0130 0.9% 98% True False 51,736
40 1.4737 1.4010 0.0727 4.9% 0.0127 0.9% 98% True False 26,150
60 1.4737 1.3844 0.0893 6.1% 0.0119 0.8% 98% True False 17,520
80 1.4737 1.3753 0.0984 6.7% 0.0113 0.8% 98% True False 13,148
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 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5145
2.618 1.4988
1.618 1.4892
1.000 1.4833
0.618 1.4796
HIGH 1.4737
0.618 1.4700
0.500 1.4689
0.382 1.4678
LOW 1.4641
0.618 1.4582
1.000 1.4545
1.618 1.4486
2.618 1.4390
4.250 1.4233
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 1.4711 1.4690
PP 1.4700 1.4658
S1 1.4689 1.4626

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

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