CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 1.2372 1.2300 -0.0072 -0.6% 1.2375
High 1.2372 1.2300 -0.0072 -0.6% 1.2760
Low 1.2231 1.2234 0.0003 0.0% 1.2166
Close 1.2351 1.2231 -0.0120 -1.0% 1.2611
Range 0.0141 0.0066 -0.0075 -53.2% 0.0594
ATR 0.0165 0.0161 -0.0003 -2.1% 0.0000
Volume 21 14 -7 -33.3% 476
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 1.2453 1.2408 1.2267
R3 1.2387 1.2342 1.2249
R2 1.2321 1.2321 1.2243
R1 1.2276 1.2276 1.2237 1.2266
PP 1.2255 1.2255 1.2255 1.2250
S1 1.2210 1.2210 1.2225 1.2200
S2 1.2189 1.2189 1.2219
S3 1.2123 1.2144 1.2213
S4 1.2057 1.2078 1.2195
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 1.2231 0.0529 4.3% 0.0179 1.5% 0% False False 84
10 1.2760 1.2166 0.0594 4.9% 0.0166 1.4% 11% False False 83
20 1.3303 1.2166 0.1137 9.3% 0.0139 1.1% 6% False False 49
40 1.3625 1.2166 0.1459 11.9% 0.0081 0.7% 4% False False 27
60 1.3765 1.2166 0.1599 13.1% 0.0058 0.5% 4% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2581
2.618 1.2473
1.618 1.2407
1.000 1.2366
0.618 1.2341
HIGH 1.2300
0.618 1.2275
0.500 1.2267
0.382 1.2259
LOW 1.2234
0.618 1.2193
1.000 1.2168
1.618 1.2127
2.618 1.2061
4.250 1.1954
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 1.2267 1.2388
PP 1.2255 1.2336
S1 1.2243 1.2283

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

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