CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 1.4806 1.4717 -0.0089 -0.6% 1.4899
High 1.4828 1.4848 0.0020 0.1% 1.5050
Low 1.4695 1.4692 -0.0003 0.0% 1.4826
Close 1.4712 1.4837 0.0125 0.8% 1.4992
Range 0.0133 0.0156 0.0023 17.3% 0.0224
ATR 0.0112 0.0115 0.0003 2.8% 0.0000
Volume 245 231 -14 -5.7% 980
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5260 1.5205 1.4923
R3 1.5104 1.5049 1.4880
R2 1.4948 1.4948 1.4866
R1 1.4893 1.4893 1.4851 1.4921
PP 1.4792 1.4792 1.4792 1.4806
S1 1.4737 1.4737 1.4823 1.4765
S2 1.4636 1.4636 1.4808
S3 1.4480 1.4581 1.4794
S4 1.4324 1.4425 1.4751
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5628 1.5534 1.5115
R3 1.5404 1.5310 1.5054
R2 1.5180 1.5180 1.5033
R1 1.5086 1.5086 1.5013 1.5133
PP 1.4956 1.4956 1.4956 1.4980
S1 1.4862 1.4862 1.4971 1.4909
S2 1.4732 1.4732 1.4951
S3 1.4508 1.4638 1.4930
S4 1.4284 1.4414 1.4869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5050 1.4692 0.0358 2.4% 0.0141 0.9% 41% False True 248
10 1.5050 1.4692 0.0358 2.4% 0.0124 0.8% 41% False True 220
20 1.5050 1.4480 0.0570 3.8% 0.0112 0.8% 63% False False 231
40 1.5050 1.4236 0.0814 5.5% 0.0096 0.6% 74% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5511
2.618 1.5256
1.618 1.5100
1.000 1.5004
0.618 1.4944
HIGH 1.4848
0.618 1.4788
0.500 1.4770
0.382 1.4752
LOW 1.4692
0.618 1.4596
1.000 1.4536
1.618 1.4440
2.618 1.4284
4.250 1.4029
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 1.4815 1.4825
PP 1.4792 1.4814
S1 1.4770 1.4802

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

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