CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 1.2436 1.2334 -0.0102 -0.8% 1.2178
High 1.2485 1.2365 -0.0120 -1.0% 1.2425
Low 1.2320 1.2271 -0.0049 -0.4% 1.2178
Close 1.2336 1.2282 -0.0054 -0.4% 1.2379
Range 0.0165 0.0094 -0.0071 -43.0% 0.0247
ATR 0.0139 0.0136 -0.0003 -2.3% 0.0000
Volume 61 282 221 362.3% 574
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2588 1.2529 1.2334
R3 1.2494 1.2435 1.2308
R2 1.2400 1.2400 1.2299
R1 1.2341 1.2341 1.2291 1.2324
PP 1.2306 1.2306 1.2306 1.2297
S1 1.2247 1.2247 1.2273 1.2230
S2 1.2212 1.2212 1.2265
S3 1.2118 1.2153 1.2256
S4 1.2024 1.2059 1.2230
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 1.2485 1.2266 0.0219 1.8% 0.0110 0.9% 7% False False 153
10 1.2485 1.2035 0.0450 3.7% 0.0108 0.9% 55% False False 118
20 1.2485 1.1922 0.0563 4.6% 0.0107 0.9% 64% False False 83
40 1.3303 1.1922 0.1381 11.2% 0.0120 1.0% 26% False False 65
60 1.3625 1.1922 0.1703 13.9% 0.0088 0.7% 21% False False 45
80 1.3765 1.1922 0.1843 15.0% 0.0068 0.6% 20% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2765
2.618 1.2611
1.618 1.2517
1.000 1.2459
0.618 1.2423
HIGH 1.2365
0.618 1.2329
0.500 1.2318
0.382 1.2307
LOW 1.2271
0.618 1.2213
1.000 1.2177
1.618 1.2119
2.618 1.2025
4.250 1.1872
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 1.2318 1.2378
PP 1.2306 1.2346
S1 1.2294 1.2314

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

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