CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 1.2305 1.2402 0.0097 0.8% 1.2178
High 1.2425 1.2425 0.0000 0.0% 1.2425
Low 1.2266 1.2378 0.0112 0.9% 1.2178
Close 1.2397 1.2379 -0.0018 -0.1% 1.2379
Range 0.0159 0.0047 -0.0112 -70.4% 0.0247
ATR 0.0144 0.0138 -0.0007 -4.8% 0.0000
Volume 95 251 156 164.2% 574
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2535 1.2504 1.2405
R3 1.2488 1.2457 1.2392
R2 1.2441 1.2441 1.2388
R1 1.2410 1.2410 1.2383 1.2402
PP 1.2394 1.2394 1.2394 1.2390
S1 1.2363 1.2363 1.2375 1.2355
S2 1.2347 1.2347 1.2370
S3 1.2300 1.2316 1.2366
S4 1.2253 1.2269 1.2353
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.3068 1.2971 1.2515
R3 1.2821 1.2724 1.2447
R2 1.2574 1.2574 1.2424
R1 1.2477 1.2477 1.2402 1.2526
PP 1.2327 1.2327 1.2327 1.2352
S1 1.2230 1.2230 1.2356 1.2279
S2 1.2080 1.2080 1.2334
S3 1.1833 1.1983 1.2311
S4 1.1586 1.1736 1.2243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2425 1.2178 0.0247 2.0% 0.0116 0.9% 81% True False 114
10 1.2425 1.1922 0.0503 4.1% 0.0096 0.8% 91% True False 110
20 1.2760 1.1922 0.0838 6.8% 0.0116 0.9% 55% False False 79
40 1.3386 1.1922 0.1464 11.8% 0.0118 1.0% 31% False False 57
60 1.3625 1.1922 0.1703 13.8% 0.0083 0.7% 27% False False 40
80 1.3765 1.1922 0.1843 14.9% 0.0064 0.5% 25% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2625
2.618 1.2548
1.618 1.2501
1.000 1.2472
0.618 1.2454
HIGH 1.2425
0.618 1.2407
0.500 1.2402
0.382 1.2396
LOW 1.2378
0.618 1.2349
1.000 1.2331
1.618 1.2302
2.618 1.2255
4.250 1.2178
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 1.2402 1.2368
PP 1.2394 1.2357
S1 1.2387 1.2346

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

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