CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 1.4965 1.4863 -0.0102 -0.7% 1.4874
High 1.4998 1.4990 -0.0008 -0.1% 1.5048
Low 1.4806 1.4862 0.0056 0.4% 1.4820
Close 1.4853 1.4938 0.0085 0.6% 1.4893
Range 0.0192 0.0128 -0.0064 -33.3% 0.0228
ATR 0.0142 0.0142 0.0000 -0.2% 0.0000
Volume 279,006 280,662 1,656 0.6% 1,219,533
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5314 1.5254 1.5008
R3 1.5186 1.5126 1.4973
R2 1.5058 1.5058 1.4961
R1 1.4998 1.4998 1.4950 1.5028
PP 1.4930 1.4930 1.4930 1.4945
S1 1.4870 1.4870 1.4926 1.4900
S2 1.4802 1.4802 1.4915
S3 1.4674 1.4742 1.4903
S4 1.4546 1.4614 1.4868
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 1.5016 1.4806 0.0210 1.4% 0.0153 1.0% 63% False False 269,937
10 1.5048 1.4806 0.0242 1.6% 0.0132 0.9% 55% False False 252,261
20 1.5062 1.4624 0.0438 2.9% 0.0145 1.0% 72% False False 271,162
40 1.5062 1.4479 0.0583 3.9% 0.0136 0.9% 79% False False 251,762
60 1.5062 1.4180 0.0882 5.9% 0.0134 0.9% 86% False False 201,354
80 1.5062 1.4010 0.1052 7.0% 0.0131 0.9% 88% False False 151,295
100 1.5062 1.3844 0.1218 8.2% 0.0126 0.8% 90% False False 121,079
120 1.5062 1.3753 0.1309 8.8% 0.0123 0.8% 91% False False 100,916
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5534
2.618 1.5325
1.618 1.5197
1.000 1.5118
0.618 1.5069
HIGH 1.4990
0.618 1.4941
0.500 1.4926
0.382 1.4911
LOW 1.4862
0.618 1.4783
1.000 1.4734
1.618 1.4655
2.618 1.4527
4.250 1.4318
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 1.4934 1.4929
PP 1.4930 1.4920
S1 1.4926 1.4911

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

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