CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 1.4515 1.4315 -0.0200 -1.4% 1.4625
High 1.4515 1.4405 -0.0110 -0.8% 1.4649
Low 1.4299 1.4261 -0.0038 -0.3% 1.4261
Close 1.4342 1.4314 -0.0028 -0.2% 1.4314
Range 0.0216 0.0144 -0.0072 -33.3% 0.0388
ATR
Volume 266 623 357 134.2% 1,269
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4759 1.4680 1.4393
R3 1.4615 1.4536 1.4354
R2 1.4471 1.4471 1.4340
R1 1.4392 1.4392 1.4327 1.4360
PP 1.4327 1.4327 1.4327 1.4310
S1 1.4248 1.4248 1.4301 1.4216
S2 1.4183 1.4183 1.4288
S3 1.4039 1.4104 1.4274
S4 1.3895 1.3960 1.4235
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5572 1.5331 1.4527
R3 1.5184 1.4943 1.4421
R2 1.4796 1.4796 1.4385
R1 1.4555 1.4555 1.4350 1.4482
PP 1.4408 1.4408 1.4408 1.4371
S1 1.4167 1.4167 1.4278 1.4094
S2 1.4020 1.4020 1.4243
S3 1.3632 1.3779 1.4207
S4 1.3244 1.3391 1.4101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4649 1.4261 0.0388 2.7% 0.0117 0.8% 14% False True 253
10 1.4860 1.4261 0.0599 4.2% 0.0081 0.6% 9% False True 183
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 False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5017
2.618 1.4782
1.618 1.4638
1.000 1.4549
0.618 1.4494
HIGH 1.4405
0.618 1.4350
0.500 1.4333
0.382 1.4316
LOW 1.4261
0.618 1.4172
1.000 1.4117
1.618 1.4028
2.618 1.3884
4.250 1.3649
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 1.4333 1.4420
PP 1.4327 1.4384
S1 1.4320 1.4349

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

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