CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 1.5101 1.5010 -0.0091 -0.6% 1.4852
High 1.5141 1.5084 -0.0057 -0.4% 1.5144
Low 1.4827 1.4964 0.0137 0.9% 1.4827
Close 1.4960 1.4991 0.0031 0.2% 1.4960
Range 0.0314 0.0120 -0.0194 -61.8% 0.0317
ATR 0.0154 0.0152 -0.0002 -1.4% 0.0000
Volume 266,464 453,052 186,588 70.0% 987,216
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5373 1.5302 1.5057
R3 1.5253 1.5182 1.5024
R2 1.5133 1.5133 1.5013
R1 1.5062 1.5062 1.5002 1.5038
PP 1.5013 1.5013 1.5013 1.5001
S1 1.4942 1.4942 1.4980 1.4918
S2 1.4893 1.4893 1.4969
S3 1.4773 1.4822 1.4958
S4 1.4653 1.4702 1.4925
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5928 1.5761 1.5134
R3 1.5611 1.5444 1.5047
R2 1.5294 1.5294 1.5018
R1 1.5127 1.5127 1.4989 1.5211
PP 1.4977 1.4977 1.4977 1.5019
S1 1.4810 1.4810 1.4931 1.4894
S2 1.4660 1.4660 1.4902
S3 1.4343 1.4493 1.4873
S4 1.4026 1.4176 1.4786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5144 1.4827 0.0317 2.1% 0.0175 1.2% 52% False False 288,053
10 1.5144 1.4799 0.0345 2.3% 0.0159 1.1% 56% False False 279,125
20 1.5144 1.4624 0.0520 3.5% 0.0150 1.0% 71% False False 271,633
40 1.5144 1.4578 0.0566 3.8% 0.0140 0.9% 73% False False 257,021
60 1.5144 1.4192 0.0952 6.4% 0.0137 0.9% 84% False False 234,053
80 1.5144 1.4050 0.1094 7.3% 0.0134 0.9% 86% False False 176,040
100 1.5144 1.3893 0.1251 8.3% 0.0129 0.9% 88% False False 140,908
120 1.5144 1.3753 0.1391 9.3% 0.0126 0.8% 89% False False 117,459
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5594
2.618 1.5398
1.618 1.5278
1.000 1.5204
0.618 1.5158
HIGH 1.5084
0.618 1.5038
0.500 1.5024
0.382 1.5010
LOW 1.4964
0.618 1.4890
1.000 1.4844
1.618 1.4770
2.618 1.4650
4.250 1.4454
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 1.5024 1.4989
PP 1.5013 1.4987
S1 1.5002 1.4986

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

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