CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 1.4368 1.4346 -0.0022 -0.2% 1.4309
High 1.4457 1.4360 -0.0097 -0.7% 1.4416
Low 1.4330 1.4271 -0.0059 -0.4% 1.4215
Close 1.4350 1.4333 -0.0017 -0.1% 1.4353
Range 0.0127 0.0089 -0.0038 -29.9% 0.0201
ATR 0.0130 0.0127 -0.0003 -2.2% 0.0000
Volume 59,278 151,808 92,530 156.1% 701,682
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4588 1.4550 1.4382
R3 1.4499 1.4461 1.4357
R2 1.4410 1.4410 1.4349
R1 1.4372 1.4372 1.4341 1.4347
PP 1.4321 1.4321 1.4321 1.4309
S1 1.4283 1.4283 1.4325 1.4258
S2 1.4232 1.4232 1.4317
S3 1.4143 1.4194 1.4309
S4 1.4054 1.4105 1.4284
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 1.4232 0.0225 1.6% 0.0100 0.7% 45% False False 116,850
10 1.4588 1.4215 0.0373 2.6% 0.0119 0.8% 32% False False 175,122
20 1.5137 1.4215 0.0922 6.4% 0.0129 0.9% 13% False False 129,516
40 1.5137 1.4215 0.0922 6.4% 0.0134 0.9% 13% False False 65,424
60 1.5137 1.4215 0.0922 6.4% 0.0128 0.9% 13% False False 43,702
80 1.5137 1.4215 0.0922 6.4% 0.0118 0.8% 13% False False 32,798
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4738
2.618 1.4593
1.618 1.4504
1.000 1.4449
0.618 1.4415
HIGH 1.4360
0.618 1.4326
0.500 1.4316
0.382 1.4305
LOW 1.4271
0.618 1.4216
1.000 1.4182
1.618 1.4127
2.618 1.4038
4.250 1.3893
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 1.4327 1.4364
PP 1.4321 1.4354
S1 1.4316 1.4343

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

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