CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 1.2863 1.2844 -0.0019 -0.1% 1.3275
High 1.2916 1.2896 -0.0020 -0.2% 1.3298
Low 1.2822 1.2765 -0.0057 -0.4% 1.2745
Close 1.2858 1.2817 -0.0041 -0.3% 1.2747
Range 0.0094 0.0131 0.0037 39.4% 0.0553
ATR 0.0138 0.0138 -0.0001 -0.4% 0.0000
Volume 725 462 -263 -36.3% 9,407
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3219 1.3149 1.2889
R3 1.3088 1.3018 1.2853
R2 1.2957 1.2957 1.2841
R1 1.2887 1.2887 1.2829 1.2857
PP 1.2826 1.2826 1.2826 1.2811
S1 1.2756 1.2756 1.2805 1.2726
S2 1.2695 1.2695 1.2793
S3 1.2564 1.2625 1.2781
S4 1.2433 1.2494 1.2745
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 1.2916 1.2730 0.0186 1.5% 0.0123 1.0% 47% False False 1,018
10 1.3325 1.2730 0.0595 4.6% 0.0148 1.2% 15% False False 1,364
20 1.3325 1.2730 0.0595 4.6% 0.0130 1.0% 15% False False 1,075
40 1.3325 1.2170 0.1155 9.0% 0.0137 1.1% 56% False False 738
60 1.3325 1.1922 0.1403 10.9% 0.0126 1.0% 64% False False 523
80 1.3325 1.1922 0.1403 10.9% 0.0129 1.0% 64% False False 404
100 1.3625 1.1922 0.1703 13.3% 0.0107 0.8% 53% False False 324
120 1.3765 1.1922 0.1843 14.4% 0.0092 0.7% 49% False False 271
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3453
2.618 1.3239
1.618 1.3108
1.000 1.3027
0.618 1.2977
HIGH 1.2896
0.618 1.2846
0.500 1.2831
0.382 1.2815
LOW 1.2765
0.618 1.2684
1.000 1.2634
1.618 1.2553
2.618 1.2422
4.250 1.2208
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 1.2831 1.2841
PP 1.2826 1.2833
S1 1.2822 1.2825

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

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