CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 1.2334 1.2295 -0.0039 -0.3% 1.2178
High 1.2365 1.2344 -0.0021 -0.2% 1.2425
Low 1.2271 1.2231 -0.0040 -0.3% 1.2178
Close 1.2282 1.2338 0.0056 0.5% 1.2379
Range 0.0094 0.0113 0.0019 20.2% 0.0247
ATR 0.0136 0.0135 -0.0002 -1.2% 0.0000
Volume 282 214 -68 -24.1% 574
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2643 1.2604 1.2400
R3 1.2530 1.2491 1.2369
R2 1.2417 1.2417 1.2359
R1 1.2378 1.2378 1.2348 1.2398
PP 1.2304 1.2304 1.2304 1.2314
S1 1.2265 1.2265 1.2328 1.2285
S2 1.2191 1.2191 1.2317
S3 1.2078 1.2152 1.2307
S4 1.1965 1.2039 1.2276
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 1.2231 0.0254 2.1% 0.0116 0.9% 42% False True 180
10 1.2485 1.2070 0.0415 3.4% 0.0113 0.9% 65% False False 132
20 1.2485 1.1922 0.0563 4.6% 0.0105 0.9% 74% False False 93
40 1.3303 1.1922 0.1381 11.2% 0.0122 1.0% 30% False False 71
60 1.3625 1.1922 0.1703 13.8% 0.0088 0.7% 24% False False 49
80 1.3765 1.1922 0.1843 14.9% 0.0069 0.6% 23% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2824
2.618 1.2640
1.618 1.2527
1.000 1.2457
0.618 1.2414
HIGH 1.2344
0.618 1.2301
0.500 1.2288
0.382 1.2274
LOW 1.2231
0.618 1.2161
1.000 1.2118
1.618 1.2048
2.618 1.1935
4.250 1.1751
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 1.2321 1.2358
PP 1.2304 1.2351
S1 1.2288 1.2345

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

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