CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 1.2223 1.2335 0.0112 0.9% 1.1995
High 1.2370 1.2360 -0.0010 -0.1% 1.2184
Low 1.2220 1.2275 0.0055 0.5% 1.1922
Close 1.2354 1.2332 -0.0022 -0.2% 1.2095
Range 0.0150 0.0085 -0.0065 -43.3% 0.0262
ATR 0.0148 0.0143 -0.0004 -3.0% 0.0000
Volume 131 76 -55 -42.0% 532
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2577 1.2540 1.2379
R3 1.2492 1.2455 1.2355
R2 1.2407 1.2407 1.2348
R1 1.2370 1.2370 1.2340 1.2346
PP 1.2322 1.2322 1.2322 1.2311
S1 1.2285 1.2285 1.2324 1.2261
S2 1.2237 1.2237 1.2316
S3 1.2152 1.2200 1.2309
S4 1.2067 1.2115 1.2285
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 1.2070 0.0300 2.4% 0.0110 0.9% 87% False False 85
10 1.2370 1.1922 0.0448 3.6% 0.0106 0.9% 92% False False 86
20 1.2760 1.1922 0.0838 6.8% 0.0130 1.1% 49% False False 69
40 1.3401 1.1922 0.1479 12.0% 0.0113 0.9% 28% False False 49
60 1.3625 1.1922 0.1703 13.8% 0.0083 0.7% 24% False False 34
80 1.3765 1.1922 0.1843 14.9% 0.0062 0.5% 22% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2721
2.618 1.2583
1.618 1.2498
1.000 1.2445
0.618 1.2413
HIGH 1.2360
0.618 1.2328
0.500 1.2318
0.382 1.2307
LOW 1.2275
0.618 1.2222
1.000 1.2190
1.618 1.2137
2.618 1.2052
4.250 1.1914
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 1.2327 1.2313
PP 1.2322 1.2293
S1 1.2318 1.2274

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

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