CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 1.3000 1.2700 -0.0300 -2.3% 1.3216
High 1.3112 1.2730 -0.0382 -2.9% 1.3216
Low 1.2810 1.2700 -0.0110 -0.9% 1.2522
Close 1.2811 1.2707 -0.0104 -0.8% 1.2756
Range 0.0302 0.0030 -0.0272 -90.1% 0.0694
ATR 0.0131 0.0130 -0.0001 -1.1% 0.0000
Volume 17 26 9 52.9% 86
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 1.2802 1.2785 1.2724
R3 1.2772 1.2755 1.2715
R2 1.2742 1.2742 1.2713
R1 1.2725 1.2725 1.2710 1.2734
PP 1.2712 1.2712 1.2712 1.2717
S1 1.2695 1.2695 1.2704 1.2704
S2 1.2682 1.2682 1.2702
S3 1.2652 1.2665 1.2699
S4 1.2622 1.2635 1.2691
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.4913 1.4529 1.3138
R3 1.4219 1.3835 1.2947
R2 1.3525 1.3525 1.2883
R1 1.3141 1.3141 1.2820 1.2986
PP 1.2831 1.2831 1.2831 1.2754
S1 1.2447 1.2447 1.2692 1.2292
S2 1.2137 1.2137 1.2629
S3 1.1443 1.1753 1.2565
S4 1.0749 1.1059 1.2374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3112 1.2522 0.0590 4.6% 0.0182 1.4% 31% False False 23
10 1.3303 1.2522 0.0781 6.1% 0.0114 0.9% 24% False False 14
20 1.3625 1.2522 0.1103 8.7% 0.0069 0.5% 17% False False 10
40 1.3765 1.2522 0.1243 9.8% 0.0045 0.4% 15% False False 7
60 1.3765 1.2522 0.1243 9.8% 0.0031 0.2% 15% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2858
2.618 1.2809
1.618 1.2779
1.000 1.2760
0.618 1.2749
HIGH 1.2730
0.618 1.2719
0.500 1.2715
0.382 1.2711
LOW 1.2700
0.618 1.2681
1.000 1.2670
1.618 1.2651
2.618 1.2621
4.250 1.2573
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 1.2715 1.2876
PP 1.2712 1.2820
S1 1.2710 1.2763

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

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