CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 1.2551 1.2375 -0.0176 -1.4% 1.3000
High 1.2551 1.2410 -0.0141 -1.1% 1.3112
Low 1.2391 1.2325 -0.0066 -0.5% 1.2391
Close 1.2405 1.2407 0.0002 0.0% 1.2405
Range 0.0160 0.0085 -0.0075 -46.9% 0.0721
ATR 0.0123 0.0121 -0.0003 -2.2% 0.0000
Volume 160 21 -139 -86.9% 215
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 1.2636 1.2606 1.2454
R3 1.2551 1.2521 1.2430
R2 1.2466 1.2466 1.2423
R1 1.2436 1.2436 1.2415 1.2451
PP 1.2381 1.2381 1.2381 1.2388
S1 1.2351 1.2351 1.2399 1.2366
S2 1.2296 1.2296 1.2391
S3 1.2211 1.2266 1.2384
S4 1.2126 1.2181 1.2360
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.4799 1.4323 1.2802
R3 1.4078 1.3602 1.2603
R2 1.3357 1.3357 1.2537
R1 1.2881 1.2881 1.2471 1.2759
PP 1.2636 1.2636 1.2636 1.2575
S1 1.2160 1.2160 1.2339 1.2038
S2 1.1915 1.1915 1.2273
S3 1.1194 1.1439 1.2207
S4 1.0473 1.0718 1.2008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2730 1.2325 0.0405 3.3% 0.0060 0.5% 20% False True 43
10 1.3167 1.2325 0.0842 6.8% 0.0135 1.1% 10% False True 31
20 1.3470 1.2325 0.1145 9.2% 0.0081 0.7% 7% False True 18
40 1.3625 1.2325 0.1300 10.5% 0.0052 0.4% 6% False True 11
60 1.3765 1.2325 0.1440 11.6% 0.0035 0.3% 6% False True 10
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 True
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2771
2.618 1.2633
1.618 1.2548
1.000 1.2495
0.618 1.2463
HIGH 1.2410
0.618 1.2378
0.500 1.2368
0.382 1.2357
LOW 1.2325
0.618 1.2272
1.000 1.2240
1.618 1.2187
2.618 1.2102
4.250 1.1964
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 1.2394 1.2452
PP 1.2381 1.2437
S1 1.2368 1.2422

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

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