CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1.4852 1.4959 0.0107 0.7% 1.4921
High 1.4999 1.4988 -0.0011 -0.1% 1.5015
Low 1.4848 1.4886 0.0038 0.3% 1.4799
Close 1.4972 1.4975 0.0003 0.0% 1.4855
Range 0.0151 0.0102 -0.0049 -32.5% 0.0216
ATR 0.0141 0.0138 -0.0003 -2.0% 0.0000
Volume 269,615 201,592 -68,023 -25.2% 1,350,989
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5256 1.5217 1.5031
R3 1.5154 1.5115 1.5003
R2 1.5052 1.5052 1.4994
R1 1.5013 1.5013 1.4984 1.5033
PP 1.4950 1.4950 1.4950 1.4959
S1 1.4911 1.4911 1.4966 1.4931
S2 1.4848 1.4848 1.4956
S3 1.4746 1.4809 1.4947
S4 1.4644 1.4707 1.4919
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5538 1.5412 1.4974
R3 1.5322 1.5196 1.4914
R2 1.5106 1.5106 1.4895
R1 1.4980 1.4980 1.4875 1.4935
PP 1.4890 1.4890 1.4890 1.4867
S1 1.4764 1.4764 1.4835 1.4719
S2 1.4674 1.4674 1.4815
S3 1.4458 1.4548 1.4796
S4 1.4242 1.4332 1.4736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4999 1.4799 0.0200 1.3% 0.0127 0.9% 88% False False 259,419
10 1.5048 1.4799 0.0249 1.7% 0.0137 0.9% 71% False False 258,642
20 1.5048 1.4624 0.0424 2.8% 0.0143 1.0% 83% False False 271,278
40 1.5062 1.4479 0.0583 3.9% 0.0135 0.9% 85% False False 252,851
60 1.5062 1.4180 0.0882 5.9% 0.0133 0.9% 90% False False 218,130
80 1.5062 1.4050 0.1012 6.8% 0.0129 0.9% 91% False False 163,941
100 1.5062 1.3844 0.1218 8.1% 0.0127 0.8% 93% False False 131,239
120 1.5062 1.3753 0.1309 8.7% 0.0124 0.8% 93% False False 109,384
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 True
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5422
2.618 1.5255
1.618 1.5153
1.000 1.5090
0.618 1.5051
HIGH 1.4988
0.618 1.4949
0.500 1.4937
0.382 1.4925
LOW 1.4886
0.618 1.4823
1.000 1.4784
1.618 1.4721
2.618 1.4619
4.250 1.4453
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1.4962 1.4950
PP 1.4950 1.4924
S1 1.4937 1.4899

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

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