CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 1.4874 1.4996 0.0122 0.8% 1.4730
High 1.5019 1.5019 0.0000 0.0% 1.4916
Low 1.4851 1.4936 0.0085 0.6% 1.4624
Close 1.4996 1.4979 -0.0017 -0.1% 1.4835
Range 0.0168 0.0083 -0.0085 -50.6% 0.0292
ATR 0.0143 0.0139 -0.0004 -3.0% 0.0000
Volume 260,485 194,821 -65,664 -25.2% 1,421,889
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5227 1.5186 1.5025
R3 1.5144 1.5103 1.5002
R2 1.5061 1.5061 1.4994
R1 1.5020 1.5020 1.4987 1.4999
PP 1.4978 1.4978 1.4978 1.4968
S1 1.4937 1.4937 1.4971 1.4916
S2 1.4895 1.4895 1.4964
S3 1.4812 1.4854 1.4956
S4 1.4729 1.4771 1.4933
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5668 1.5543 1.4996
R3 1.5376 1.5251 1.4915
R2 1.5084 1.5084 1.4889
R1 1.4959 1.4959 1.4862 1.5022
PP 1.4792 1.4792 1.4792 1.4823
S1 1.4667 1.4667 1.4808 1.4730
S2 1.4500 1.4500 1.4781
S3 1.4208 1.4375 1.4755
S4 1.3916 1.4083 1.4674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5019 1.4700 0.0319 2.1% 0.0133 0.9% 87% True False 257,216
10 1.5019 1.4624 0.0395 2.6% 0.0148 1.0% 90% True False 283,914
20 1.5062 1.4624 0.0438 2.9% 0.0139 0.9% 81% False False 261,280
40 1.5062 1.4479 0.0583 3.9% 0.0131 0.9% 86% False False 243,051
60 1.5062 1.4072 0.0990 6.6% 0.0130 0.9% 92% False False 175,391
80 1.5062 1.4010 0.1052 7.0% 0.0129 0.9% 92% False False 131,678
100 1.5062 1.3844 0.1218 8.1% 0.0124 0.8% 93% False False 105,394
120 1.5062 1.3753 0.1309 8.7% 0.0120 0.8% 94% False False 87,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0031
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5372
2.618 1.5236
1.618 1.5153
1.000 1.5102
0.618 1.5070
HIGH 1.5019
0.618 1.4987
0.500 1.4978
0.382 1.4968
LOW 1.4936
0.618 1.4885
1.000 1.4853
1.618 1.4802
2.618 1.4719
4.250 1.4583
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 1.4979 1.4958
PP 1.4978 1.4937
S1 1.4978 1.4916

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

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