CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 1.2822 1.2863 0.0041 0.3% 1.3275
High 1.2909 1.2916 0.0007 0.1% 1.3298
Low 1.2806 1.2822 0.0016 0.1% 1.2745
Close 1.2875 1.2858 -0.0017 -0.1% 1.2747
Range 0.0103 0.0094 -0.0009 -8.7% 0.0553
ATR 0.0142 0.0138 -0.0003 -2.4% 0.0000
Volume 928 725 -203 -21.9% 9,407
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3147 1.3097 1.2910
R3 1.3053 1.3003 1.2884
R2 1.2959 1.2959 1.2875
R1 1.2909 1.2909 1.2867 1.2887
PP 1.2865 1.2865 1.2865 1.2855
S1 1.2815 1.2815 1.2849 1.2793
S2 1.2771 1.2771 1.2841
S3 1.2677 1.2721 1.2832
S4 1.2583 1.2627 1.2806
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.4589 1.4221 1.3051
R3 1.4036 1.3668 1.2899
R2 1.3483 1.3483 1.2848
R1 1.3115 1.3115 1.2798 1.3023
PP 1.2930 1.2930 1.2930 1.2884
S1 1.2562 1.2562 1.2696 1.2470
S2 1.2377 1.2377 1.2646
S3 1.1824 1.2009 1.2595
S4 1.1271 1.1456 1.2443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2925 1.2730 0.0195 1.5% 0.0125 1.0% 66% False False 1,372
10 1.3325 1.2730 0.0595 4.6% 0.0145 1.1% 22% False False 1,384
20 1.3325 1.2730 0.0595 4.6% 0.0132 1.0% 22% False False 1,073
40 1.3325 1.2170 0.1155 9.0% 0.0136 1.1% 60% False False 731
60 1.3325 1.1922 0.1403 10.9% 0.0126 1.0% 67% False False 515
80 1.3325 1.1922 0.1403 10.9% 0.0128 1.0% 67% False False 398
100 1.3625 1.1922 0.1703 13.2% 0.0107 0.8% 55% False False 320
120 1.3765 1.1922 0.1843 14.3% 0.0090 0.7% 51% False False 267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3316
2.618 1.3162
1.618 1.3068
1.000 1.3010
0.618 1.2974
HIGH 1.2916
0.618 1.2880
0.500 1.2869
0.382 1.2858
LOW 1.2822
0.618 1.2764
1.000 1.2728
1.618 1.2670
2.618 1.2576
4.250 1.2423
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 1.2869 1.2846
PP 1.2865 1.2835
S1 1.2862 1.2823

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

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