CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 1.2346 1.2327 -0.0019 -0.2% 1.2436
High 1.2402 1.2410 0.0008 0.1% 1.2485
Low 1.2287 1.2270 -0.0017 -0.1% 1.2231
Close 1.2347 1.2401 0.0054 0.4% 1.2401
Range 0.0115 0.0140 0.0025 21.7% 0.0254
ATR 0.0133 0.0134 0.0000 0.4% 0.0000
Volume 116 123 7 6.0% 796
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2780 1.2731 1.2478
R3 1.2640 1.2591 1.2440
R2 1.2500 1.2500 1.2427
R1 1.2451 1.2451 1.2414 1.2476
PP 1.2360 1.2360 1.2360 1.2373
S1 1.2311 1.2311 1.2388 1.2336
S2 1.2220 1.2220 1.2375
S3 1.2080 1.2171 1.2363
S4 1.1940 1.2031 1.2324
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.3134 1.3022 1.2541
R3 1.2880 1.2768 1.2471
R2 1.2626 1.2626 1.2448
R1 1.2514 1.2514 1.2424 1.2443
PP 1.2372 1.2372 1.2372 1.2337
S1 1.2260 1.2260 1.2378 1.2189
S2 1.2118 1.2118 1.2354
S3 1.1864 1.2006 1.2331
S4 1.1610 1.1752 1.2261
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 2.0% 0.0125 1.0% 67% False False 159
10 1.2485 1.2178 0.0307 2.5% 0.0121 1.0% 73% False False 137
20 1.2485 1.1922 0.0563 4.5% 0.0110 0.9% 85% False False 104
40 1.3303 1.1922 0.1381 11.1% 0.0127 1.0% 35% False False 76
60 1.3625 1.1922 0.1703 13.7% 0.0092 0.7% 28% False False 53
80 1.3765 1.1922 0.1843 14.9% 0.0072 0.6% 26% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3005
2.618 1.2777
1.618 1.2637
1.000 1.2550
0.618 1.2497
HIGH 1.2410
0.618 1.2357
0.500 1.2340
0.382 1.2323
LOW 1.2270
0.618 1.2183
1.000 1.2130
1.618 1.2043
2.618 1.1903
4.250 1.1675
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 1.2381 1.2374
PP 1.2360 1.2347
S1 1.2340 1.2321

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

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