CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
06-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 1.2891 1.2891 0.0000 0.0% 1.2760
High 1.2913 1.2913 0.0000 0.0% 1.2893
Low 1.2865 1.2673 -0.0192 -1.5% 1.2623
Close 1.2870 1.2697 -0.0173 -1.3% 1.2874
Range 0.0048 0.0240 0.0192 400.0% 0.0270
ATR 0.0119 0.0127 0.0009 7.3% 0.0000
Volume 15,034 15,034 0 0.0% 25,066
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3481 1.3329 1.2829
R3 1.3241 1.3089 1.2763
R2 1.3001 1.3001 1.2741
R1 1.2849 1.2849 1.2719 1.2805
PP 1.2761 1.2761 1.2761 1.2739
S1 1.2609 1.2609 1.2675 1.2565
S2 1.2521 1.2521 1.2653
S3 1.2281 1.2369 1.2631
S4 1.2041 1.2129 1.2565
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3607 1.3510 1.3023
R3 1.3337 1.3240 1.2948
R2 1.3067 1.3067 1.2924
R1 1.2970 1.2970 1.2899 1.3019
PP 1.2797 1.2797 1.2797 1.2821
S1 1.2700 1.2700 1.2849 1.2749
S2 1.2527 1.2527 1.2825
S3 1.2257 1.2430 1.2800
S4 1.1987 1.2160 1.2726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2913 1.2666 0.0247 1.9% 0.0126 1.0% 13% True False 9,705
10 1.2913 1.2610 0.0303 2.4% 0.0117 0.9% 29% True False 6,273
20 1.3172 1.2587 0.0585 4.6% 0.0131 1.0% 19% False False 3,886
40 1.3325 1.2587 0.0738 5.8% 0.0131 1.0% 15% False False 2,336
60 1.3325 1.2170 0.1155 9.1% 0.0130 1.0% 46% False False 1,632
80 1.3325 1.1922 0.1403 11.0% 0.0132 1.0% 55% False False 1,242
100 1.3470 1.1922 0.1548 12.2% 0.0121 1.0% 50% False False 997
120 1.3625 1.1922 0.1703 13.4% 0.0104 0.8% 46% False False 832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3933
2.618 1.3541
1.618 1.3301
1.000 1.3153
0.618 1.3061
HIGH 1.2913
0.618 1.2821
0.500 1.2793
0.382 1.2765
LOW 1.2673
0.618 1.2525
1.000 1.2433
1.618 1.2285
2.618 1.2045
4.250 1.1653
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 1.2793 1.2793
PP 1.2761 1.2761
S1 1.2729 1.2729

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

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