CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1.2700 1.2647 -0.0053 -0.4% 1.2761
High 1.2724 1.2715 -0.0009 -0.1% 1.2916
Low 1.2643 1.2587 -0.0056 -0.4% 1.2660
Close 1.2676 1.2669 -0.0007 -0.1% 1.2705
Range 0.0081 0.0128 0.0047 58.0% 0.0256
ATR 0.0136 0.0135 -0.0001 -0.4% 0.0000
Volume 1,754 1,297 -457 -26.1% 4,691
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3041 1.2983 1.2739
R3 1.2913 1.2855 1.2704
R2 1.2785 1.2785 1.2692
R1 1.2727 1.2727 1.2681 1.2756
PP 1.2657 1.2657 1.2657 1.2672
S1 1.2599 1.2599 1.2657 1.2628
S2 1.2529 1.2529 1.2646
S3 1.2401 1.2471 1.2634
S4 1.2273 1.2343 1.2599
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3528 1.3373 1.2846
R3 1.3272 1.3117 1.2775
R2 1.3016 1.3016 1.2752
R1 1.2861 1.2861 1.2728 1.2811
PP 1.2760 1.2760 1.2760 1.2735
S1 1.2605 1.2605 1.2682 1.2555
S2 1.2504 1.2504 1.2658
S3 1.2248 1.2349 1.2635
S4 1.1992 1.2093 1.2564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2916 1.2587 0.0329 2.6% 0.0120 1.0% 25% False True 1,158
10 1.3172 1.2587 0.0585 4.6% 0.0145 1.1% 14% False True 1,500
20 1.3325 1.2587 0.0738 5.8% 0.0130 1.0% 11% False True 1,186
40 1.3325 1.2170 0.1155 9.1% 0.0137 1.1% 43% False False 840
60 1.3325 1.1922 0.1403 11.1% 0.0130 1.0% 53% False False 599
80 1.3325 1.1922 0.1403 11.1% 0.0133 1.1% 53% False False 461
100 1.3625 1.1922 0.1703 13.4% 0.0111 0.9% 44% False False 370
120 1.3765 1.1922 0.1843 14.5% 0.0095 0.7% 41% False False 309
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3259
2.618 1.3050
1.618 1.2922
1.000 1.2843
0.618 1.2794
HIGH 1.2715
0.618 1.2666
0.500 1.2651
0.382 1.2636
LOW 1.2587
0.618 1.2508
1.000 1.2459
1.618 1.2380
2.618 1.2252
4.250 1.2043
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1.2663 1.2708
PP 1.2657 1.2695
S1 1.2651 1.2682

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

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