CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 1.3070 1.3099 0.0029 0.2% 1.3200
High 1.3162 1.3136 -0.0026 -0.2% 1.3484
Low 1.3067 1.3045 -0.0022 -0.2% 1.3129
Close 1.3075 1.3104 0.0029 0.2% 1.3166
Range 0.0095 0.0091 -0.0004 -4.2% 0.0355
ATR 0.0117 0.0115 -0.0002 -1.6% 0.0000
Volume 287 404 117 40.8% 683
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3368 1.3327 1.3154
R3 1.3277 1.3236 1.3129
R2 1.3186 1.3186 1.3121
R1 1.3145 1.3145 1.3112 1.3166
PP 1.3095 1.3095 1.3095 1.3105
S1 1.3054 1.3054 1.3096 1.3075
S2 1.3004 1.3004 1.3087
S3 1.2913 1.2963 1.3079
S4 1.2822 1.2872 1.3054
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4325 1.4100 1.3361
R3 1.3970 1.3745 1.3264
R2 1.3615 1.3615 1.3231
R1 1.3390 1.3390 1.3199 1.3325
PP 1.3260 1.3260 1.3260 1.3227
S1 1.3035 1.3035 1.3133 1.2970
S2 1.2905 1.2905 1.3101
S3 1.2550 1.2680 1.3068
S4 1.2195 1.2325 1.2971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3333 1.3045 0.0288 2.2% 0.0115 0.9% 20% False True 207
10 1.3484 1.3045 0.0439 3.4% 0.0126 1.0% 13% False True 162
20 1.3484 1.2960 0.0524 4.0% 0.0108 0.8% 27% False False 90
40 1.4180 1.2960 0.1220 9.3% 0.0065 0.5% 12% False False 49
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3523
2.618 1.3374
1.618 1.3283
1.000 1.3227
0.618 1.3192
HIGH 1.3136
0.618 1.3101
0.500 1.3091
0.382 1.3080
LOW 1.3045
0.618 1.2989
1.000 1.2954
1.618 1.2898
2.618 1.2807
4.250 1.2658
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 1.3100 1.3113
PP 1.3095 1.3110
S1 1.3091 1.3107

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

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