CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 1.2700 1.2688 -0.0012 -0.1% 1.3216
High 1.2730 1.2715 -0.0015 -0.1% 1.3216
Low 1.2700 1.2688 -0.0012 -0.1% 1.2522
Close 1.2707 1.2647 -0.0060 -0.5% 1.2756
Range 0.0030 0.0027 -0.0003 -10.0% 0.0694
ATR 0.0130 0.0122 -0.0007 -5.7% 0.0000
Volume 26 10 -16 -61.5% 86
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1.2764 1.2733 1.2662
R3 1.2737 1.2706 1.2654
R2 1.2710 1.2710 1.2652
R1 1.2679 1.2679 1.2649 1.2681
PP 1.2683 1.2683 1.2683 1.2685
S1 1.2652 1.2652 1.2645 1.2654
S2 1.2656 1.2656 1.2642
S3 1.2629 1.2625 1.2640
S4 1.2602 1.2598 1.2632
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 4.7% 0.0168 1.3% 21% False False 20
10 1.3303 1.2522 0.0781 6.2% 0.0111 0.9% 16% False False 15
20 1.3558 1.2522 0.1036 8.2% 0.0070 0.6% 12% False False 11
40 1.3625 1.2522 0.1103 8.7% 0.0046 0.4% 11% False False 7
60 1.3765 1.2522 0.1243 9.8% 0.0032 0.3% 10% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2830
2.618 1.2786
1.618 1.2759
1.000 1.2742
0.618 1.2732
HIGH 1.2715
0.618 1.2705
0.500 1.2702
0.382 1.2698
LOW 1.2688
0.618 1.2671
1.000 1.2661
1.618 1.2644
2.618 1.2617
4.250 1.2573
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 1.2702 1.2900
PP 1.2683 1.2816
S1 1.2665 1.2731

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

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