CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 1.2988 1.2975 -0.0013 -0.1% 1.2900
High 1.3041 1.3033 -0.0008 -0.1% 1.3021
Low 1.2948 1.2964 0.0016 0.1% 1.2740
Close 1.2983 1.2973 -0.0010 -0.1% 1.2916
Range 0.0093 0.0069 -0.0024 -25.8% 0.0281
ATR 0.0142 0.0137 -0.0005 -3.7% 0.0000
Volume 1,367 609 -758 -55.4% 3,097
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3197 1.3154 1.3011
R3 1.3128 1.3085 1.2992
R2 1.3059 1.3059 1.2986
R1 1.3016 1.3016 1.2979 1.3003
PP 1.2990 1.2990 1.2990 1.2984
S1 1.2947 1.2947 1.2967 1.2934
S2 1.2921 1.2921 1.2960
S3 1.2852 1.2878 1.2954
S4 1.2783 1.2809 1.2935
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3735 1.3607 1.3071
R3 1.3454 1.3326 1.2993
R2 1.3173 1.3173 1.2968
R1 1.3045 1.3045 1.2942 1.3109
PP 1.2892 1.2892 1.2892 1.2925
S1 1.2764 1.2764 1.2890 1.2828
S2 1.2611 1.2611 1.2864
S3 1.2330 1.2483 1.2839
S4 1.2049 1.2202 1.2761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3041 1.2747 0.0294 2.3% 0.0124 1.0% 77% False False 680
10 1.3041 1.2716 0.0325 2.5% 0.0145 1.1% 79% False False 711
20 1.3041 1.2189 0.0852 6.6% 0.0141 1.1% 92% False False 517
40 1.3041 1.1922 0.1119 8.6% 0.0126 1.0% 94% False False 321
60 1.3167 1.1922 0.1245 9.6% 0.0135 1.0% 84% False False 230
80 1.3625 1.1922 0.1703 13.1% 0.0107 0.8% 62% False False 174
100 1.3765 1.1922 0.1843 14.2% 0.0088 0.7% 57% False False 140
120 1.3810 1.1922 0.1888 14.6% 0.0074 0.6% 56% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3326
2.618 1.3214
1.618 1.3145
1.000 1.3102
0.618 1.3076
HIGH 1.3033
0.618 1.3007
0.500 1.2999
0.382 1.2990
LOW 1.2964
0.618 1.2921
1.000 1.2895
1.618 1.2852
2.618 1.2783
4.250 1.2671
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 1.2999 1.2970
PP 1.2990 1.2967
S1 1.2982 1.2964

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

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