CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 1.2087 1.2123 0.0036 0.3% 1.1995
High 1.2150 1.2184 0.0034 0.3% 1.2184
Low 1.2087 1.2070 -0.0017 -0.1% 1.1922
Close 1.2116 1.2095 -0.0021 -0.2% 1.2095
Range 0.0063 0.0114 0.0051 81.0% 0.0262
ATR 0.0144 0.0142 -0.0002 -1.5% 0.0000
Volume 76 122 46 60.5% 532
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2458 1.2391 1.2158
R3 1.2344 1.2277 1.2126
R2 1.2230 1.2230 1.2116
R1 1.2163 1.2163 1.2105 1.2140
PP 1.2116 1.2116 1.2116 1.2105
S1 1.2049 1.2049 1.2085 1.2026
S2 1.2002 1.2002 1.2074
S3 1.1888 1.1935 1.2064
S4 1.1774 1.1821 1.2032
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2853 1.2736 1.2239
R3 1.2591 1.2474 1.2167
R2 1.2329 1.2329 1.2143
R1 1.2212 1.2212 1.2119 1.2271
PP 1.2067 1.2067 1.2067 1.2096
S1 1.1950 1.1950 1.2071 1.2009
S2 1.1805 1.1805 1.2047
S3 1.1543 1.1688 1.2023
S4 1.1281 1.1426 1.1951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2184 1.1922 0.0262 2.2% 0.0077 0.6% 66% True False 106
10 1.2350 1.1922 0.0428 3.5% 0.0099 0.8% 40% False False 71
20 1.2760 1.1922 0.0838 6.9% 0.0138 1.1% 21% False False 77
40 1.3500 1.1922 0.1578 13.0% 0.0103 0.9% 11% False False 44
60 1.3625 1.1922 0.1703 14.1% 0.0076 0.6% 10% False False 30
80 1.3765 1.1922 0.1843 15.2% 0.0058 0.5% 9% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2669
2.618 1.2482
1.618 1.2368
1.000 1.2298
0.618 1.2254
HIGH 1.2184
0.618 1.2140
0.500 1.2127
0.382 1.2114
LOW 1.2070
0.618 1.2000
1.000 1.1956
1.618 1.1886
2.618 1.1772
4.250 1.1586
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 1.2127 1.2110
PP 1.2116 1.2105
S1 1.2106 1.2100

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

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