CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 1.4536 1.4528 -0.0008 -0.1% 1.4870
High 1.4588 1.4531 -0.0057 -0.4% 1.4897
Low 1.4501 1.4302 -0.0199 -1.4% 1.4581
Close 1.4512 1.4347 -0.0165 -1.1% 1.4614
Range 0.0087 0.0229 0.0142 163.2% 0.0316
ATR 0.0137 0.0143 0.0007 4.8% 0.0000
Volume 241,078 238,175 -2,903 -1.2% 344,236
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5080 1.4943 1.4473
R3 1.4851 1.4714 1.4410
R2 1.4622 1.4622 1.4389
R1 1.4485 1.4485 1.4368 1.4439
PP 1.4393 1.4393 1.4393 1.4371
S1 1.4256 1.4256 1.4326 1.4210
S2 1.4164 1.4164 1.4305
S3 1.3935 1.4027 1.4284
S4 1.3706 1.3798 1.4221
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5645 1.5446 1.4788
R3 1.5329 1.5130 1.4701
R2 1.5013 1.5013 1.4672
R1 1.4814 1.4814 1.4643 1.4756
PP 1.4697 1.4697 1.4697 1.4668
S1 1.4498 1.4498 1.4585 1.4440
S2 1.4381 1.4381 1.4556
S3 1.4065 1.4182 1.4527
S4 1.3749 1.3866 1.4440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4772 1.4302 0.0470 3.3% 0.0150 1.0% 10% False True 218,731
10 1.5083 1.4302 0.0781 5.4% 0.0154 1.1% 6% False True 130,941
20 1.5137 1.4302 0.0835 5.8% 0.0147 1.0% 5% False True 66,830
40 1.5137 1.4302 0.0835 5.8% 0.0139 1.0% 5% False True 33,679
60 1.5137 1.4302 0.0835 5.8% 0.0126 0.9% 5% False True 22,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5504
2.618 1.5131
1.618 1.4902
1.000 1.4760
0.618 1.4673
HIGH 1.4531
0.618 1.4444
0.500 1.4417
0.382 1.4389
LOW 1.4302
0.618 1.4160
1.000 1.4073
1.618 1.3931
2.618 1.3702
4.250 1.3329
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 1.4417 1.4479
PP 1.4393 1.4435
S1 1.4370 1.4391

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

View Archives - Comment on this page... - Back to Index of Symbols