CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 1.4309 1.4270 -0.0039 -0.3% 1.4611
High 1.4370 1.4330 -0.0040 -0.3% 1.4682
Low 1.4265 1.4215 -0.0050 -0.4% 1.4258
Close 1.4287 1.4252 -0.0035 -0.2% 1.4319
Range 0.0105 0.0115 0.0010 9.5% 0.0424
ATR 0.0141 0.0139 -0.0002 -1.3% 0.0000
Volume 245,972 139,737 -106,235 -43.2% 1,248,768
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4611 1.4546 1.4315
R3 1.4496 1.4431 1.4284
R2 1.4381 1.4381 1.4273
R1 1.4316 1.4316 1.4263 1.4291
PP 1.4266 1.4266 1.4266 1.4253
S1 1.4201 1.4201 1.4241 1.4176
S2 1.4151 1.4151 1.4231
S3 1.4036 1.4086 1.4220
S4 1.3921 1.3971 1.4189
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5692 1.5429 1.4552
R3 1.5268 1.5005 1.4436
R2 1.4844 1.4844 1.4397
R1 1.4581 1.4581 1.4358 1.4501
PP 1.4420 1.4420 1.4420 1.4379
S1 1.4157 1.4157 1.4280 1.4077
S2 1.3996 1.3996 1.4241
S3 1.3572 1.3733 1.4202
S4 1.3148 1.3309 1.4086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4588 1.4215 0.0373 2.6% 0.0137 1.0% 10% False True 233,395
10 1.4777 1.4215 0.0562 3.9% 0.0131 0.9% 7% False True 193,484
20 1.5137 1.4215 0.0922 6.5% 0.0146 1.0% 4% False True 101,011
40 1.5137 1.4215 0.0922 6.5% 0.0139 1.0% 4% False True 50,857
60 1.5137 1.4215 0.0922 6.5% 0.0127 0.9% 4% False True 33,972
80 1.5137 1.4200 0.0937 6.6% 0.0112 0.8% 6% False False 25,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4819
2.618 1.4631
1.618 1.4516
1.000 1.4445
0.618 1.4401
HIGH 1.4330
0.618 1.4286
0.500 1.4273
0.382 1.4259
LOW 1.4215
0.618 1.4144
1.000 1.4100
1.618 1.4029
2.618 1.3914
4.250 1.3726
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 1.4273 1.4312
PP 1.4266 1.4292
S1 1.4259 1.4272

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

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