CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 1.2900 1.2950 0.0050 0.4% 1.2600
High 1.2984 1.3021 0.0037 0.3% 1.3000
Low 1.2870 1.2836 -0.0034 -0.3% 1.2531
Close 1.2953 1.2888 -0.0065 -0.5% 1.2939
Range 0.0114 0.0185 0.0071 62.3% 0.0469
ATR 0.0140 0.0143 0.0003 2.3% 0.0000
Volume 1,358 369 -989 -72.8% 2,422
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3470 1.3364 1.2990
R3 1.3285 1.3179 1.2939
R2 1.3100 1.3100 1.2922
R1 1.2994 1.2994 1.2905 1.2955
PP 1.2915 1.2915 1.2915 1.2895
S1 1.2809 1.2809 1.2871 1.2770
S2 1.2730 1.2730 1.2854
S3 1.2545 1.2624 1.2837
S4 1.2360 1.2439 1.2786
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.4230 1.4054 1.3197
R3 1.3761 1.3585 1.3068
R2 1.3292 1.3292 1.3025
R1 1.3116 1.3116 1.2982 1.3204
PP 1.2823 1.2823 1.2823 1.2868
S1 1.2647 1.2647 1.2896 1.2735
S2 1.2354 1.2354 1.2853
S3 1.1885 1.2178 1.2810
S4 1.1416 1.1709 1.2681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3021 1.2685 0.0336 2.6% 0.0150 1.2% 60% True False 753
10 1.3021 1.2531 0.0490 3.8% 0.0129 1.0% 73% True False 535
20 1.3021 1.2170 0.0851 6.6% 0.0137 1.1% 84% True False 382
40 1.3021 1.1922 0.1099 8.5% 0.0123 1.0% 88% True False 229
60 1.3330 1.1922 0.1408 10.9% 0.0124 1.0% 69% False False 166
80 1.3625 1.1922 0.1703 13.2% 0.0099 0.8% 57% False False 126
100 1.3765 1.1922 0.1843 14.3% 0.0081 0.6% 52% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3807
2.618 1.3505
1.618 1.3320
1.000 1.3206
0.618 1.3135
HIGH 1.3021
0.618 1.2950
0.500 1.2929
0.382 1.2907
LOW 1.2836
0.618 1.2722
1.000 1.2651
1.618 1.2537
2.618 1.2352
4.250 1.2050
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 1.2929 1.2929
PP 1.2915 1.2915
S1 1.2902 1.2902

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

View Archives - Comment on this page... - Back to Index of Symbols