CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 1.5005 1.5077 0.0072 0.5% 1.4852
High 1.5118 1.5110 -0.0008 -0.1% 1.5144
Low 1.4970 1.5032 0.0062 0.4% 1.4827
Close 1.5094 1.5035 -0.0059 -0.4% 1.4960
Range 0.0148 0.0078 -0.0070 -47.3% 0.0317
ATR 0.0151 0.0146 -0.0005 -3.5% 0.0000
Volume 274,033 268,011 -6,022 -2.2% 987,216
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5293 1.5242 1.5078
R3 1.5215 1.5164 1.5056
R2 1.5137 1.5137 1.5049
R1 1.5086 1.5086 1.5042 1.5073
PP 1.5059 1.5059 1.5059 1.5052
S1 1.5008 1.5008 1.5028 1.4995
S2 1.4981 1.4981 1.5021
S3 1.4903 1.4930 1.5014
S4 1.4825 1.4852 1.4992
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% 0.0170 1.1% 66% False False 302,221
10 1.5144 1.4799 0.0345 2.3% 0.0149 1.0% 68% False False 280,820
20 1.5144 1.4700 0.0444 3.0% 0.0144 1.0% 75% False False 269,180
40 1.5144 1.4624 0.0520 3.5% 0.0140 0.9% 79% False False 259,197
60 1.5144 1.4467 0.0677 4.5% 0.0134 0.9% 84% False False 242,796
80 1.5144 1.4050 0.1094 7.3% 0.0133 0.9% 90% False False 182,804
100 1.5144 1.3916 0.1228 8.2% 0.0130 0.9% 91% False False 146,325
120 1.5144 1.3753 0.1391 9.3% 0.0127 0.8% 92% False False 121,976
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.5442
2.618 1.5314
1.618 1.5236
1.000 1.5188
0.618 1.5158
HIGH 1.5110
0.618 1.5080
0.500 1.5071
0.382 1.5062
LOW 1.5032
0.618 1.4984
1.000 1.4954
1.618 1.4906
2.618 1.4828
4.250 1.4701
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 1.5071 1.5041
PP 1.5059 1.5039
S1 1.5047 1.5037

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

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