CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 1.4875 1.4950 0.0075 0.5% 1.4865
High 1.4981 1.4950 -0.0031 -0.2% 1.5035
Low 1.4860 1.4834 -0.0026 -0.2% 1.4815
Close 1.4929 1.4907 -0.0022 -0.1% 1.4887
Range 0.0121 0.0116 -0.0005 -4.1% 0.0220
ATR 0.0127 0.0127 -0.0001 -0.6% 0.0000
Volume 1,140 1,137 -3 -0.3% 3,017
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5245 1.5192 1.4971
R3 1.5129 1.5076 1.4939
R2 1.5013 1.5013 1.4928
R1 1.4960 1.4960 1.4918 1.4929
PP 1.4897 1.4897 1.4897 1.4881
S1 1.4844 1.4844 1.4896 1.4813
S2 1.4781 1.4781 1.4886
S3 1.4665 1.4728 1.4875
S4 1.4549 1.4612 1.4843
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5572 1.5450 1.5008
R3 1.5352 1.5230 1.4948
R2 1.5132 1.5132 1.4927
R1 1.5010 1.5010 1.4907 1.5071
PP 1.4912 1.4912 1.4912 1.4943
S1 1.4790 1.4790 1.4867 1.4851
S2 1.4692 1.4692 1.4847
S3 1.4472 1.4570 1.4827
S4 1.4252 1.4350 1.4766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5007 1.4800 0.0207 1.4% 0.0129 0.9% 52% False False 1,063
10 1.5035 1.4800 0.0235 1.6% 0.0122 0.8% 46% False False 785
20 1.5050 1.4625 0.0425 2.9% 0.0132 0.9% 66% False False 578
40 1.5050 1.4480 0.0570 3.8% 0.0115 0.8% 75% False False 385
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5443
2.618 1.5254
1.618 1.5138
1.000 1.5066
0.618 1.5022
HIGH 1.4950
0.618 1.4906
0.500 1.4892
0.382 1.4878
LOW 1.4834
0.618 1.4762
1.000 1.4718
1.618 1.4646
2.618 1.4530
4.250 1.4341
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 1.4902 1.4902
PP 1.4897 1.4896
S1 1.4892 1.4891

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

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