CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 1.4959 1.4964 0.0005 0.0% 1.4921
High 1.4988 1.5144 0.0156 1.0% 1.5015
Low 1.4886 1.4954 0.0068 0.5% 1.4799
Close 1.4975 1.5137 0.0162 1.1% 1.4855
Range 0.0102 0.0190 0.0088 86.3% 0.0216
ATR 0.0138 0.0142 0.0004 2.7% 0.0000
Volume 201,592 249,545 47,953 23.8% 1,350,989
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5648 1.5583 1.5242
R3 1.5458 1.5393 1.5189
R2 1.5268 1.5268 1.5172
R1 1.5203 1.5203 1.5154 1.5236
PP 1.5078 1.5078 1.5078 1.5095
S1 1.5013 1.5013 1.5120 1.5046
S2 1.4888 1.4888 1.5102
S3 1.4698 1.4823 1.5085
S4 1.4508 1.4633 1.5033
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 1.5144 1.4799 0.0345 2.3% 0.0140 0.9% 98% True False 253,195
10 1.5144 1.4799 0.0345 2.3% 0.0147 1.0% 98% True False 261,566
20 1.5144 1.4624 0.0520 3.4% 0.0145 1.0% 99% True False 267,231
40 1.5144 1.4479 0.0665 4.4% 0.0137 0.9% 99% True False 252,957
60 1.5144 1.4192 0.0952 6.3% 0.0133 0.9% 99% True False 222,252
80 1.5144 1.4050 0.1094 7.2% 0.0131 0.9% 99% True False 167,049
100 1.5144 1.3844 0.1300 8.6% 0.0127 0.8% 99% True False 133,723
120 1.5144 1.3753 0.1391 9.2% 0.0125 0.8% 99% True False 111,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5952
2.618 1.5641
1.618 1.5451
1.000 1.5334
0.618 1.5261
HIGH 1.5144
0.618 1.5071
0.500 1.5049
0.382 1.5027
LOW 1.4954
0.618 1.4837
1.000 1.4764
1.618 1.4647
2.618 1.4457
4.250 1.4147
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 1.5108 1.5090
PP 1.5078 1.5043
S1 1.5049 1.4996

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

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