CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 1.2290 1.2350 0.0060 0.5% 1.2545
High 1.2397 1.2350 -0.0047 -0.4% 1.2545
Low 1.2290 1.2350 0.0060 0.5% 1.2231
Close 1.2403 1.2348 -0.0055 -0.4% 1.2348
Range 0.0107 0.0000 -0.0107 -100.0% 0.0314
ATR 0.0161 0.0154 -0.0008 -4.8% 0.0000
Volume 6 6 0 0.0% 205
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.2349 1.2349 1.2348
R3 1.2349 1.2349 1.2348
R2 1.2349 1.2349 1.2348
R1 1.2349 1.2349 1.2348 1.2349
PP 1.2349 1.2349 1.2349 1.2350
S1 1.2349 1.2349 1.2348 1.2349
S2 1.2349 1.2349 1.2348
S3 1.2349 1.2349 1.2348
S4 1.2349 1.2349 1.2348
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.3317 1.3146 1.2521
R3 1.3003 1.2832 1.2434
R2 1.2689 1.2689 1.2406
R1 1.2518 1.2518 1.2377 1.2447
PP 1.2375 1.2375 1.2375 1.2339
S1 1.2204 1.2204 1.2319 1.2133
S2 1.2061 1.2061 1.2290
S3 1.1747 1.1890 1.2262
S4 1.1433 1.1576 1.2175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2545 1.2231 0.0314 2.5% 0.0093 0.8% 37% False False 41
10 1.2760 1.2166 0.0594 4.8% 0.0161 1.3% 31% False False 68
20 1.3216 1.2166 0.1050 8.5% 0.0144 1.2% 17% False False 49
40 1.3625 1.2166 0.1459 11.8% 0.0083 0.7% 12% False False 27
60 1.3765 1.2166 0.1599 12.9% 0.0060 0.5% 11% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2350
2.618 1.2350
1.618 1.2350
1.000 1.2350
0.618 1.2350
HIGH 1.2350
0.618 1.2350
0.500 1.2350
0.382 1.2350
LOW 1.2350
0.618 1.2350
1.000 1.2350
1.618 1.2350
2.618 1.2350
4.250 1.2350
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 1.2350 1.2337
PP 1.2349 1.2326
S1 1.2349 1.2316

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

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