CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 1.3166 1.3217 0.0051 0.4% 1.2890
High 1.3255 1.3224 -0.0031 -0.2% 1.3099
Low 1.3141 1.3125 -0.0016 -0.1% 1.2887
Close 1.3225 1.3166 -0.0059 -0.4% 1.3049
Range 0.0114 0.0099 -0.0015 -13.2% 0.0212
ATR 0.0133 0.0130 -0.0002 -1.8% 0.0000
Volume 1,775 775 -1,000 -56.3% 3,421
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3469 1.3416 1.3220
R3 1.3370 1.3317 1.3193
R2 1.3271 1.3271 1.3184
R1 1.3218 1.3218 1.3175 1.3195
PP 1.3172 1.3172 1.3172 1.3160
S1 1.3119 1.3119 1.3157 1.3096
S2 1.3073 1.3073 1.3148
S3 1.2974 1.3020 1.3139
S4 1.2875 1.2921 1.3112
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3648 1.3560 1.3166
R3 1.3436 1.3348 1.3107
R2 1.3224 1.3224 1.3088
R1 1.3136 1.3136 1.3068 1.3180
PP 1.3012 1.3012 1.3012 1.3034
S1 1.2924 1.2924 1.3030 1.2968
S2 1.2800 1.2800 1.3010
S3 1.2588 1.2712 1.2991
S4 1.2376 1.2500 1.2932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3255 1.2980 0.0275 2.1% 0.0113 0.9% 68% False False 843
10 1.3255 1.2747 0.0508 3.9% 0.0119 0.9% 82% False False 761
20 1.3255 1.2531 0.0724 5.5% 0.0127 1.0% 88% False False 651
40 1.3255 1.2035 0.1220 9.3% 0.0127 1.0% 93% False False 415
60 1.3255 1.1922 0.1333 10.1% 0.0127 1.0% 93% False False 299
80 1.3625 1.1922 0.1703 12.9% 0.0112 0.9% 73% False False 226
100 1.3765 1.1922 0.1843 14.0% 0.0094 0.7% 67% False False 182
120 1.3765 1.1922 0.1843 14.0% 0.0079 0.6% 67% False False 154
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3645
2.618 1.3483
1.618 1.3384
1.000 1.3323
0.618 1.3285
HIGH 1.3224
0.618 1.3186
0.500 1.3175
0.382 1.3163
LOW 1.3125
0.618 1.3064
1.000 1.3026
1.618 1.2965
2.618 1.2866
4.250 1.2704
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 1.3175 1.3162
PP 1.3172 1.3157
S1 1.3169 1.3153

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

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