CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 1.3216 1.3167 -0.0049 -0.4% 1.3330
High 1.3216 1.3167 -0.0049 -0.4% 1.3330
Low 1.3216 1.3000 -0.0216 -1.6% 1.3143
Close 1.3216 1.3009 -0.0207 -1.6% 1.3309
Range 0.0000 0.0167 0.0167 0.0187
ATR 0.0077 0.0087 0.0010 13.0% 0.0000
Volume 5 5 0 0.0% 31
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 1.3560 1.3451 1.3101
R3 1.3393 1.3284 1.3055
R2 1.3226 1.3226 1.3040
R1 1.3117 1.3117 1.3024 1.3088
PP 1.3059 1.3059 1.3059 1.3044
S1 1.2950 1.2950 1.2994 1.2921
S2 1.2892 1.2892 1.2978
S3 1.2725 1.2783 1.2963
S4 1.2558 1.2616 1.2917
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3822 1.3752 1.3412
R3 1.3635 1.3565 1.3360
R2 1.3448 1.3448 1.3343
R1 1.3378 1.3378 1.3326 1.3320
PP 1.3261 1.3261 1.3261 1.3231
S1 1.3191 1.3191 1.3292 1.3133
S2 1.3074 1.3074 1.3275
S3 1.2887 1.3004 1.3258
S4 1.2700 1.2817 1.3206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3303 1.3000 0.0303 2.3% 0.0046 0.4% 3% False True 5
10 1.3401 1.3000 0.0401 3.1% 0.0044 0.3% 2% False True 5
20 1.3625 1.3000 0.0625 4.8% 0.0030 0.2% 1% False True 6
40 1.3765 1.3000 0.0765 5.9% 0.0022 0.2% 1% False True 4
60 1.3810 1.3000 0.0810 6.2% 0.0016 0.1% 1% False True 9
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 0.0001
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.3877
2.618 1.3604
1.618 1.3437
1.000 1.3334
0.618 1.3270
HIGH 1.3167
0.618 1.3103
0.500 1.3084
0.382 1.3064
LOW 1.3000
0.618 1.2897
1.000 1.2833
1.618 1.2730
2.618 1.2563
4.250 1.2290
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 1.3084 1.3152
PP 1.3059 1.3104
S1 1.3034 1.3057

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

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