CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 1.3784 1.3669 -0.0115 -0.8% 1.3484
High 1.3784 1.3854 0.0070 0.5% 1.3786
Low 1.3660 1.3632 -0.0028 -0.2% 1.3377
Close 1.3679 1.3840 0.0161 1.2% 1.3772
Range 0.0124 0.0222 0.0098 79.0% 0.0409
ATR 0.0140 0.0146 0.0006 4.2% 0.0000
Volume 261,091 361,684 100,593 38.5% 1,719,173
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4441 1.4363 1.3962
R3 1.4219 1.4141 1.3901
R2 1.3997 1.3997 1.3881
R1 1.3919 1.3919 1.3860 1.3958
PP 1.3775 1.3775 1.3775 1.3795
S1 1.3697 1.3697 1.3820 1.3736
S2 1.3553 1.3553 1.3799
S3 1.3331 1.3475 1.3779
S4 1.3109 1.3253 1.3718
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4872 1.4731 1.3997
R3 1.4463 1.4322 1.3884
R2 1.4054 1.4054 1.3847
R1 1.3913 1.3913 1.3809 1.3984
PP 1.3645 1.3645 1.3645 1.3680
S1 1.3504 1.3504 1.3735 1.3575
S2 1.3236 1.3236 1.3697
S3 1.2827 1.3095 1.3660
S4 1.2418 1.2686 1.3547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3854 1.3553 0.0301 2.2% 0.0145 1.0% 95% True False 341,972
10 1.3854 1.3244 0.0610 4.4% 0.0154 1.1% 98% True False 340,217
20 1.3854 1.2640 0.1214 8.8% 0.0146 1.1% 99% True False 308,458
40 1.3854 1.2587 0.1267 9.2% 0.0139 1.0% 99% True False 156,172
60 1.3854 1.2587 0.1267 9.2% 0.0136 1.0% 99% True False 104,377
80 1.3854 1.2170 0.1684 12.2% 0.0134 1.0% 99% True False 78,339
100 1.3854 1.1922 0.1932 14.0% 0.0135 1.0% 99% True False 62,685
120 1.3854 1.1922 0.1932 14.0% 0.0125 0.9% 99% True False 52,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4798
2.618 1.4435
1.618 1.4213
1.000 1.4076
0.618 1.3991
HIGH 1.3854
0.618 1.3769
0.500 1.3743
0.382 1.3717
LOW 1.3632
0.618 1.3495
1.000 1.3410
1.618 1.3273
2.618 1.3051
4.250 1.2689
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 1.3808 1.3804
PP 1.3775 1.3768
S1 1.3743 1.3733

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

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