CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 1.2579 1.2551 -0.0028 -0.2% 1.3000
High 1.2579 1.2551 -0.0028 -0.2% 1.3112
Low 1.2579 1.2391 -0.0188 -1.5% 1.2391
Close 1.2579 1.2405 -0.0174 -1.4% 1.2405
Range 0.0000 0.0160 0.0160 0.0721
ATR 0.0119 0.0123 0.0005 4.2% 0.0000
Volume 2 160 158 7,900.0% 215
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.2929 1.2827 1.2493
R3 1.2769 1.2667 1.2449
R2 1.2609 1.2609 1.2434
R1 1.2507 1.2507 1.2420 1.2478
PP 1.2449 1.2449 1.2449 1.2435
S1 1.2347 1.2347 1.2390 1.2318
S2 1.2289 1.2289 1.2376
S3 1.2129 1.2187 1.2361
S4 1.1969 1.2027 1.2317
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.4799 1.4323 1.2802
R3 1.4078 1.3602 1.2603
R2 1.3357 1.3357 1.2537
R1 1.2881 1.2881 1.2471 1.2759
PP 1.2636 1.2636 1.2636 1.2575
S1 1.2160 1.2160 1.2339 1.2038
S2 1.1915 1.1915 1.2273
S3 1.1194 1.1439 1.2207
S4 1.0473 1.0718 1.2008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3112 1.2391 0.0721 5.8% 0.0104 0.8% 2% False True 43
10 1.3216 1.2391 0.0825 6.7% 0.0126 1.0% 2% False True 30
20 1.3470 1.2391 0.1079 8.7% 0.0077 0.6% 1% False True 17
40 1.3625 1.2391 0.1234 9.9% 0.0050 0.4% 1% False True 11
60 1.3765 1.2391 0.1374 11.1% 0.0034 0.3% 1% False True 11
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3231
2.618 1.2970
1.618 1.2810
1.000 1.2711
0.618 1.2650
HIGH 1.2551
0.618 1.2490
0.500 1.2471
0.382 1.2452
LOW 1.2391
0.618 1.2292
1.000 1.2231
1.618 1.2132
2.618 1.1972
4.250 1.1711
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 1.2471 1.2553
PP 1.2449 1.2504
S1 1.2427 1.2454

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

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