CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 1.1995 1.1922 -0.0073 -0.6% 1.2289
High 1.1995 1.2030 0.0035 0.3% 1.2342
Low 1.1960 1.1922 -0.0038 -0.3% 1.2001
Close 1.1959 1.1947 -0.0012 -0.1% 1.1988
Range 0.0035 0.0108 0.0073 208.6% 0.0341
ATR 0.0146 0.0144 -0.0003 -1.9% 0.0000
Volume 39 225 186 476.9% 180
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2290 1.2227 1.2006
R3 1.2182 1.2119 1.1977
R2 1.2074 1.2074 1.1967
R1 1.2011 1.2011 1.1957 1.2043
PP 1.1966 1.1966 1.1966 1.1982
S1 1.1903 1.1903 1.1937 1.1935
S2 1.1858 1.1858 1.1927
S3 1.1750 1.1795 1.1917
S4 1.1642 1.1687 1.1888
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.3133 1.2902 1.2176
R3 1.2792 1.2561 1.2082
R2 1.2451 1.2451 1.2051
R1 1.2220 1.2220 1.2019 1.2165
PP 1.2110 1.2110 1.2110 1.2083
S1 1.1879 1.1879 1.1957 1.1824
S2 1.1769 1.1769 1.1925
S3 1.1428 1.1538 1.1894
S4 1.1087 1.1197 1.1800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2276 1.1922 0.0354 3.0% 0.0105 0.9% 7% False True 88
10 1.2397 1.1922 0.0475 4.0% 0.0106 0.9% 5% False True 49
20 1.2760 1.1922 0.0838 7.0% 0.0128 1.1% 3% False True 66
40 1.3625 1.1922 0.1703 14.3% 0.0098 0.8% 1% False True 37
60 1.3765 1.1922 0.1843 15.4% 0.0072 0.6% 1% False True 26
80 1.3765 1.1922 0.1843 15.4% 0.0055 0.5% 1% False True 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2489
2.618 1.2313
1.618 1.2205
1.000 1.2138
0.618 1.2097
HIGH 1.2030
0.618 1.1989
0.500 1.1976
0.382 1.1963
LOW 1.1922
0.618 1.1855
1.000 1.1814
1.618 1.1747
2.618 1.1639
4.250 1.1463
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 1.1976 1.2076
PP 1.1966 1.2033
S1 1.1957 1.1990

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

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