CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 1.4935 1.5004 0.0069 0.5% 1.4718
High 1.5045 1.5038 -0.0007 0.0% 1.4965
Low 1.4886 1.4942 0.0056 0.4% 1.4674
Close 1.5034 1.5024 -0.0010 -0.1% 1.4897
Range 0.0159 0.0096 -0.0063 -39.6% 0.0291
ATR 0.0128 0.0125 -0.0002 -1.8% 0.0000
Volume 252,680 297,781 45,101 17.8% 1,045,852
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5289 1.5253 1.5077
R3 1.5193 1.5157 1.5050
R2 1.5097 1.5097 1.5042
R1 1.5061 1.5061 1.5033 1.5079
PP 1.5001 1.5001 1.5001 1.5011
S1 1.4965 1.4965 1.5015 1.4983
S2 1.4905 1.4905 1.5006
S3 1.4809 1.4869 1.4998
S4 1.4713 1.4773 1.4971
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5718 1.5599 1.5057
R3 1.5427 1.5308 1.4977
R2 1.5136 1.5136 1.4950
R1 1.5017 1.5017 1.4924 1.5077
PP 1.4845 1.4845 1.4845 1.4875
S1 1.4726 1.4726 1.4870 1.4786
S2 1.4554 1.4554 1.4844
S3 1.4263 1.4435 1.4817
S4 1.3972 1.4144 1.4737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5045 1.4826 0.0219 1.5% 0.0125 0.8% 90% False False 240,776
10 1.5045 1.4670 0.0375 2.5% 0.0123 0.8% 94% False False 228,640
20 1.5045 1.4479 0.0566 3.8% 0.0124 0.8% 96% False False 235,781
40 1.5045 1.4180 0.0865 5.8% 0.0127 0.8% 98% False False 173,803
60 1.5045 1.4020 0.1025 6.8% 0.0125 0.8% 98% False False 116,301
80 1.5045 1.3844 0.1201 8.0% 0.0121 0.8% 98% False False 87,280
100 1.5045 1.3753 0.1292 8.6% 0.0119 0.8% 98% False False 69,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5446
2.618 1.5289
1.618 1.5193
1.000 1.5134
0.618 1.5097
HIGH 1.5038
0.618 1.5001
0.500 1.4990
0.382 1.4979
LOW 1.4942
0.618 1.4883
1.000 1.4846
1.618 1.4787
2.618 1.4691
4.250 1.4534
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 1.5013 1.5004
PP 1.5001 1.4983
S1 1.4990 1.4963

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

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