CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 1.2975 1.2986 0.0011 0.1% 1.2900
High 1.3033 1.3099 0.0066 0.5% 1.3021
Low 1.2964 1.2986 0.0022 0.2% 1.2740
Close 1.2973 1.3070 0.0097 0.7% 1.2916
Range 0.0069 0.0113 0.0044 63.8% 0.0281
ATR 0.0137 0.0136 -0.0001 -0.6% 0.0000
Volume 609 561 -48 -7.9% 3,097
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3391 1.3343 1.3132
R3 1.3278 1.3230 1.3101
R2 1.3165 1.3165 1.3091
R1 1.3117 1.3117 1.3080 1.3141
PP 1.3052 1.3052 1.3052 1.3064
S1 1.3004 1.3004 1.3060 1.3028
S2 1.2939 1.2939 1.3049
S3 1.2826 1.2891 1.3039
S4 1.2713 1.2778 1.3008
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 1.3099 1.2798 0.0301 2.3% 0.0111 0.8% 90% True False 709
10 1.3099 1.2740 0.0359 2.7% 0.0130 1.0% 92% True False 722
20 1.3099 1.2209 0.0890 6.8% 0.0140 1.1% 97% True False 531
40 1.3099 1.1922 0.1177 9.0% 0.0127 1.0% 98% True False 333
60 1.3112 1.1922 0.1190 9.1% 0.0134 1.0% 96% False False 239
80 1.3625 1.1922 0.1703 13.0% 0.0108 0.8% 67% False False 181
100 1.3765 1.1922 0.1843 14.1% 0.0090 0.7% 62% False False 145
120 1.3810 1.1922 0.1888 14.4% 0.0075 0.6% 61% False False 124
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3579
2.618 1.3395
1.618 1.3282
1.000 1.3212
0.618 1.3169
HIGH 1.3099
0.618 1.3056
0.500 1.3043
0.382 1.3029
LOW 1.2986
0.618 1.2916
1.000 1.2873
1.618 1.2803
2.618 1.2690
4.250 1.2506
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 1.3061 1.3055
PP 1.3052 1.3039
S1 1.3043 1.3024

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

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