CME Euro FX (E) Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 1.5046 1.5052 0.0006 0.0% 1.5010
High 1.5142 1.5092 -0.0050 -0.3% 1.5142
Low 1.5045 1.4821 -0.0224 -1.5% 1.4821
Close 1.5090 1.4827 -0.0263 -1.7% 1.4827
Range 0.0097 0.0271 0.0174 179.4% 0.0321
ATR 0.0143 0.0153 0.0009 6.4% 0.0000
Volume 226,483 309,711 83,228 36.7% 1,531,290
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5726 1.5548 1.4976
R3 1.5455 1.5277 1.4902
R2 1.5184 1.5184 1.4877
R1 1.5006 1.5006 1.4852 1.4960
PP 1.4913 1.4913 1.4913 1.4890
S1 1.4735 1.4735 1.4802 1.4689
S2 1.4642 1.4642 1.4777
S3 1.4371 1.4464 1.4752
S4 1.4100 1.4193 1.4678
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5893 1.5681 1.5004
R3 1.5572 1.5360 1.4915
R2 1.5251 1.5251 1.4886
R1 1.5039 1.5039 1.4856 1.4985
PP 1.4930 1.4930 1.4930 1.4903
S1 1.4718 1.4718 1.4798 1.4664
S2 1.4609 1.4609 1.4768
S3 1.4288 1.4397 1.4739
S4 1.3967 1.4076 1.4650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5142 1.4821 0.0321 2.2% 0.0143 1.0% 2% False True 306,258
10 1.5144 1.4799 0.0345 2.3% 0.0161 1.1% 8% False False 280,393
20 1.5144 1.4799 0.0345 2.3% 0.0147 1.0% 8% False False 264,806
40 1.5144 1.4624 0.0520 3.5% 0.0144 1.0% 39% False False 261,889
60 1.5144 1.4479 0.0665 4.5% 0.0136 0.9% 52% False False 249,416
80 1.5144 1.4050 0.1094 7.4% 0.0135 0.9% 71% False False 189,501
100 1.5144 1.4010 0.1134 7.6% 0.0132 0.9% 72% False False 151,682
120 1.5144 1.3822 0.1322 8.9% 0.0127 0.9% 76% False False 126,443
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 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6244
2.618 1.5801
1.618 1.5530
1.000 1.5363
0.618 1.5259
HIGH 1.5092
0.618 1.4988
0.500 1.4957
0.382 1.4925
LOW 1.4821
0.618 1.4654
1.000 1.4550
1.618 1.4383
2.618 1.4112
4.250 1.3669
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 1.4957 1.4982
PP 1.4913 1.4930
S1 1.4870 1.4879

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

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