CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 1.2476 1.2545 0.0069 0.6% 1.2375
High 1.2760 1.2545 -0.0215 -1.7% 1.2760
Low 1.2476 1.2395 -0.0081 -0.6% 1.2166
Close 1.2611 1.2429 -0.0182 -1.4% 1.2611
Range 0.0284 0.0150 -0.0134 -47.2% 0.0594
ATR 0.0158 0.0162 0.0004 2.6% 0.0000
Volume 106 158 52 49.1% 476
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 1.2906 1.2818 1.2512
R3 1.2756 1.2668 1.2470
R2 1.2606 1.2606 1.2457
R1 1.2518 1.2518 1.2443 1.2487
PP 1.2456 1.2456 1.2456 1.2441
S1 1.2368 1.2368 1.2415 1.2337
S2 1.2306 1.2306 1.2402
S3 1.2156 1.2218 1.2388
S4 1.2006 1.2068 1.2347
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.4294 1.4047 1.2938
R3 1.3700 1.3453 1.2774
R2 1.3106 1.3106 1.2720
R1 1.2859 1.2859 1.2665 1.2983
PP 1.2512 1.2512 1.2512 1.2574
S1 1.2265 1.2265 1.2557 1.2389
S2 1.1918 1.1918 1.2502
S3 1.1324 1.1671 1.2448
S4 1.0730 1.1077 1.2284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2760 1.2166 0.0594 4.8% 0.0242 1.9% 44% False False 122
10 1.2760 1.2166 0.0594 4.8% 0.0151 1.2% 44% False False 83
20 1.3303 1.2166 0.1137 9.1% 0.0134 1.1% 23% False False 47
40 1.3625 1.2166 0.1459 11.7% 0.0078 0.6% 18% False False 26
60 1.3765 1.2166 0.1599 12.9% 0.0055 0.4% 16% False False 19
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3183
2.618 1.2938
1.618 1.2788
1.000 1.2695
0.618 1.2638
HIGH 1.2545
0.618 1.2488
0.500 1.2470
0.382 1.2452
LOW 1.2395
0.618 1.2302
1.000 1.2245
1.618 1.2152
2.618 1.2002
4.250 1.1758
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 1.2470 1.2553
PP 1.2456 1.2511
S1 1.2443 1.2470

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

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