CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 1.2694 1.2703 0.0009 0.1% 1.2891
High 1.2744 1.2889 0.0145 1.1% 1.2913
Low 1.2640 1.2700 0.0060 0.5% 1.2640
Close 1.2713 1.2860 0.0147 1.2% 1.2713
Range 0.0104 0.0189 0.0085 81.7% 0.0273
ATR 0.0122 0.0127 0.0005 3.9% 0.0000
Volume 265,843 288,489 22,646 8.5% 538,414
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3383 1.3311 1.2964
R3 1.3194 1.3122 1.2912
R2 1.3005 1.3005 1.2895
R1 1.2933 1.2933 1.2877 1.2969
PP 1.2816 1.2816 1.2816 1.2835
S1 1.2744 1.2744 1.2843 1.2780
S2 1.2627 1.2627 1.2825
S3 1.2438 1.2555 1.2808
S4 1.2249 1.2366 1.2756
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3574 1.3417 1.2863
R3 1.3301 1.3144 1.2788
R2 1.3028 1.3028 1.2763
R1 1.2871 1.2871 1.2738 1.2813
PP 1.2755 1.2755 1.2755 1.2727
S1 1.2598 1.2598 1.2688 1.2540
S2 1.2482 1.2482 1.2663
S3 1.2209 1.2325 1.2638
S4 1.1936 1.2052 1.2563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2913 1.2640 0.0273 2.1% 0.0148 1.1% 81% False False 162,373
10 1.2913 1.2623 0.0290 2.3% 0.0125 1.0% 82% False False 84,837
20 1.2916 1.2587 0.0329 2.6% 0.0119 0.9% 83% False False 43,314
40 1.3325 1.2587 0.0738 5.7% 0.0129 1.0% 37% False False 22,172
60 1.3325 1.2170 0.1155 9.0% 0.0131 1.0% 60% False False 14,904
80 1.3325 1.1922 0.1403 10.9% 0.0127 1.0% 67% False False 11,198
100 1.3386 1.1922 0.1464 11.4% 0.0126 1.0% 64% False False 8,965
120 1.3625 1.1922 0.1703 13.2% 0.0107 0.8% 55% False False 7,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3692
2.618 1.3384
1.618 1.3195
1.000 1.3078
0.618 1.3006
HIGH 1.2889
0.618 1.2817
0.500 1.2795
0.382 1.2772
LOW 1.2700
0.618 1.2583
1.000 1.2511
1.618 1.2394
2.618 1.2205
4.250 1.1897
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 1.2838 1.2828
PP 1.2816 1.2796
S1 1.2795 1.2765

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

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