CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 1.4982 1.4846 -0.0136 -0.9% 1.4874
High 1.5016 1.4937 -0.0079 -0.5% 1.5048
Low 1.4820 1.4823 0.0003 0.0% 1.4820
Close 1.4863 1.4893 0.0030 0.2% 1.4893
Range 0.0196 0.0114 -0.0082 -41.8% 0.0228
ATR 0.0140 0.0138 -0.0002 -1.3% 0.0000
Volume 228,090 315,833 87,743 38.5% 1,219,533
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5226 1.5174 1.4956
R3 1.5112 1.5060 1.4924
R2 1.4998 1.4998 1.4914
R1 1.4946 1.4946 1.4903 1.4972
PP 1.4884 1.4884 1.4884 1.4898
S1 1.4832 1.4832 1.4883 1.4858
S2 1.4770 1.4770 1.4872
S3 1.4656 1.4718 1.4862
S4 1.4542 1.4604 1.4830
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5604 1.5477 1.5018
R3 1.5376 1.5249 1.4956
R2 1.5148 1.5148 1.4935
R1 1.5021 1.5021 1.4914 1.5085
PP 1.4920 1.4920 1.4920 1.4952
S1 1.4793 1.4793 1.4872 1.4857
S2 1.4692 1.4692 1.4851
S3 1.4464 1.4565 1.4830
S4 1.4236 1.4337 1.4768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5048 1.4820 0.0228 1.5% 0.0132 0.9% 32% False False 243,906
10 1.5048 1.4624 0.0424 2.8% 0.0140 0.9% 63% False False 264,142
20 1.5062 1.4624 0.0438 2.9% 0.0142 1.0% 61% False False 263,960
40 1.5062 1.4479 0.0583 3.9% 0.0134 0.9% 71% False False 245,007
60 1.5062 1.4180 0.0882 5.9% 0.0132 0.9% 81% False False 188,040
80 1.5062 1.4010 0.1052 7.1% 0.0130 0.9% 84% False False 141,228
100 1.5062 1.3844 0.1218 8.2% 0.0124 0.8% 86% False False 113,031
120 1.5062 1.3753 0.1309 8.8% 0.0121 0.8% 87% False False 94,202
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5422
2.618 1.5235
1.618 1.5121
1.000 1.5051
0.618 1.5007
HIGH 1.4937
0.618 1.4893
0.500 1.4880
0.382 1.4867
LOW 1.4823
0.618 1.4753
1.000 1.4709
1.618 1.4639
2.618 1.4525
4.250 1.4339
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 1.4889 1.4934
PP 1.4884 1.4920
S1 1.4880 1.4907

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

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