CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 1.3917 1.3911 -0.0006 0.0% 1.3784
High 1.4022 1.3978 -0.0044 -0.3% 1.4022
Low 1.3849 1.3825 -0.0024 -0.2% 1.3632
Close 1.3922 1.3904 -0.0018 -0.1% 1.3904
Range 0.0173 0.0153 -0.0020 -11.6% 0.0390
ATR 0.0148 0.0148 0.0000 0.2% 0.0000
Volume 449,160 410,313 -38,847 -8.6% 1,822,731
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4361 1.4286 1.3988
R3 1.4208 1.4133 1.3946
R2 1.4055 1.4055 1.3932
R1 1.3980 1.3980 1.3918 1.3941
PP 1.3902 1.3902 1.3902 1.3883
S1 1.3827 1.3827 1.3890 1.3788
S2 1.3749 1.3749 1.3876
S3 1.3596 1.3674 1.3862
S4 1.3443 1.3521 1.3820
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.5023 1.4853 1.4119
R3 1.4633 1.4463 1.4011
R2 1.4243 1.4243 1.3976
R1 1.4073 1.4073 1.3940 1.4158
PP 1.3853 1.3853 1.3853 1.3895
S1 1.3683 1.3683 1.3868 1.3768
S2 1.3463 1.3463 1.3833
S3 1.3073 1.3293 1.3797
S4 1.2683 1.2903 1.3690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4022 1.3632 0.0390 2.8% 0.0164 1.2% 70% False False 364,546
10 1.4022 1.3377 0.0645 4.6% 0.0150 1.1% 82% False False 354,190
20 1.4022 1.2700 0.1322 9.5% 0.0155 1.1% 91% False False 343,039
40 1.4022 1.2587 0.1435 10.3% 0.0135 1.0% 92% False False 185,989
60 1.4022 1.2587 0.1435 10.3% 0.0136 1.0% 92% False False 124,342
80 1.4022 1.2170 0.1852 13.3% 0.0135 1.0% 94% False False 93,334
100 1.4022 1.1922 0.2100 15.1% 0.0133 1.0% 94% False False 74,682
120 1.4022 1.1922 0.2100 15.1% 0.0129 0.9% 94% False False 62,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4628
2.618 1.4379
1.618 1.4226
1.000 1.4131
0.618 1.4073
HIGH 1.3978
0.618 1.3920
0.500 1.3902
0.382 1.3883
LOW 1.3825
0.618 1.3730
1.000 1.3672
1.618 1.3577
2.618 1.3424
4.250 1.3175
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 1.3903 1.3907
PP 1.3902 1.3906
S1 1.3902 1.3905

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

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