CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 1.4372 1.4368 -0.0004 0.0% 1.4309
High 1.4411 1.4457 0.0046 0.3% 1.4416
Low 1.4349 1.4330 -0.0019 -0.1% 1.4215
Close 1.4380 1.4350 -0.0030 -0.2% 1.4353
Range 0.0062 0.0127 0.0065 104.8% 0.0201
ATR 0.0130 0.0130 0.0000 -0.2% 0.0000
Volume 57,193 59,278 2,085 3.6% 701,682
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4760 1.4682 1.4420
R3 1.4633 1.4555 1.4385
R2 1.4506 1.4506 1.4373
R1 1.4428 1.4428 1.4362 1.4404
PP 1.4379 1.4379 1.4379 1.4367
S1 1.4301 1.4301 1.4338 1.4277
S2 1.4252 1.4252 1.4327
S3 1.4125 1.4174 1.4315
S4 1.3998 1.4047 1.4280
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4931 1.4843 1.4464
R3 1.4730 1.4642 1.4408
R2 1.4529 1.4529 1.4390
R1 1.4441 1.4441 1.4371 1.4485
PP 1.4328 1.4328 1.4328 1.4350
S1 1.4240 1.4240 1.4335 1.4284
S2 1.4127 1.4127 1.4316
S3 1.3926 1.4039 1.4298
S4 1.3725 1.3838 1.4242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4457 1.4215 0.0242 1.7% 0.0105 0.7% 56% True False 114,436
10 1.4655 1.4215 0.0440 3.1% 0.0126 0.9% 31% False False 179,424
20 1.5137 1.4215 0.0922 6.4% 0.0132 0.9% 15% False False 122,054
40 1.5137 1.4215 0.0922 6.4% 0.0135 0.9% 15% False False 61,643
60 1.5137 1.4215 0.0922 6.4% 0.0127 0.9% 15% False False 41,175
80 1.5137 1.4215 0.0922 6.4% 0.0117 0.8% 15% False False 30,901
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4997
2.618 1.4789
1.618 1.4662
1.000 1.4584
0.618 1.4535
HIGH 1.4457
0.618 1.4408
0.500 1.4394
0.382 1.4379
LOW 1.4330
0.618 1.4252
1.000 1.4203
1.618 1.4125
2.618 1.3998
4.250 1.3790
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 1.4394 1.4392
PP 1.4379 1.4378
S1 1.4365 1.4364

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

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