CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 1.2178 1.2223 0.0045 0.4% 1.1995
High 1.2315 1.2370 0.0055 0.4% 1.2184
Low 1.2178 1.2220 0.0042 0.3% 1.1922
Close 1.2261 1.2354 0.0093 0.8% 1.2095
Range 0.0137 0.0150 0.0013 9.5% 0.0262
ATR 0.0148 0.0148 0.0000 0.1% 0.0000
Volume 21 131 110 523.8% 532
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2765 1.2709 1.2437
R3 1.2615 1.2559 1.2395
R2 1.2465 1.2465 1.2382
R1 1.2409 1.2409 1.2368 1.2437
PP 1.2315 1.2315 1.2315 1.2329
S1 1.2259 1.2259 1.2340 1.2287
S2 1.2165 1.2165 1.2327
S3 1.2015 1.2109 1.2313
S4 1.1865 1.1959 1.2272
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 1.2370 1.2035 0.0335 2.7% 0.0106 0.9% 95% True False 84
10 1.2370 1.1922 0.0448 3.6% 0.0105 0.9% 96% True False 86
20 1.2760 1.1922 0.0838 6.8% 0.0140 1.1% 52% False False 76
40 1.3470 1.1922 0.1548 12.5% 0.0110 0.9% 28% False False 47
60 1.3625 1.1922 0.1703 13.8% 0.0081 0.7% 25% False False 33
80 1.3765 1.1922 0.1843 14.9% 0.0061 0.5% 23% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3008
2.618 1.2763
1.618 1.2613
1.000 1.2520
0.618 1.2463
HIGH 1.2370
0.618 1.2313
0.500 1.2295
0.382 1.2277
LOW 1.2220
0.618 1.2127
1.000 1.2070
1.618 1.1977
2.618 1.1827
4.250 1.1583
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 1.2334 1.2309
PP 1.2315 1.2265
S1 1.2295 1.2220

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

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