CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 1.3732 1.3949 0.0217 1.6% 1.3993
High 1.3982 1.4042 0.0060 0.4% 1.4156
Low 1.3688 1.3862 0.0174 1.3% 1.3768
Close 1.3949 1.3922 -0.0027 -0.2% 1.3954
Range 0.0294 0.0180 -0.0114 -38.8% 0.0388
ATR 0.0171 0.0172 0.0001 0.4% 0.0000
Volume 434,199 411,159 -23,040 -5.3% 1,673,191
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4482 1.4382 1.4021
R3 1.4302 1.4202 1.3972
R2 1.4122 1.4122 1.3955
R1 1.4022 1.4022 1.3939 1.3982
PP 1.3942 1.3942 1.3942 1.3922
S1 1.3842 1.3842 1.3906 1.3802
S2 1.3762 1.3762 1.3889
S3 1.3582 1.3662 1.3873
S4 1.3402 1.3482 1.3823
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.5123 1.4927 1.4167
R3 1.4735 1.4539 1.4061
R2 1.4347 1.4347 1.4025
R1 1.4151 1.4151 1.3990 1.4055
PP 1.3959 1.3959 1.3959 1.3912
S1 1.3763 1.3763 1.3918 1.3667
S2 1.3571 1.3571 1.3883
S3 1.3183 1.3375 1.3847
S4 1.2795 1.2987 1.3741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4156 1.3688 0.0468 3.4% 0.0227 1.6% 50% False False 420,077
10 1.4156 1.3688 0.0468 3.4% 0.0185 1.3% 50% False False 372,522
20 1.4156 1.3284 0.0872 6.3% 0.0171 1.2% 73% False False 357,844
40 1.4156 1.2623 0.1533 11.0% 0.0151 1.1% 85% False False 268,528
60 1.4156 1.2587 0.1569 11.3% 0.0145 1.0% 85% False False 179,488
80 1.4156 1.2209 0.1947 14.0% 0.0144 1.0% 88% False False 134,749
100 1.4156 1.1922 0.2234 16.0% 0.0137 1.0% 90% False False 107,826
120 1.4156 1.1922 0.2234 16.0% 0.0140 1.0% 90% False False 89,864
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 0.0044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4807
2.618 1.4513
1.618 1.4333
1.000 1.4222
0.618 1.4153
HIGH 1.4042
0.618 1.3973
0.500 1.3952
0.382 1.3931
LOW 1.3862
0.618 1.3751
1.000 1.3682
1.618 1.3571
2.618 1.3391
4.250 1.3097
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 1.3952 1.3903
PP 1.3942 1.3884
S1 1.3932 1.3865

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

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