CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 1.3851 1.3769 -0.0082 -0.6% 1.3964
High 1.3871 1.3939 0.0068 0.5% 1.4042
Low 1.3726 1.3761 0.0035 0.3% 1.3688
Close 1.3752 1.3919 0.0167 1.2% 1.3920
Range 0.0145 0.0178 0.0033 22.8% 0.0354
ATR 0.0164 0.0166 0.0002 1.0% 0.0000
Volume 357,662 365,639 7,977 2.2% 1,908,925
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4407 1.4341 1.4017
R3 1.4229 1.4163 1.3968
R2 1.4051 1.4051 1.3952
R1 1.3985 1.3985 1.3935 1.4018
PP 1.3873 1.3873 1.3873 1.3890
S1 1.3807 1.3807 1.3903 1.3840
S2 1.3695 1.3695 1.3886
S3 1.3517 1.3629 1.3870
S4 1.3339 1.3451 1.3821
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4945 1.4787 1.4115
R3 1.4591 1.4433 1.4017
R2 1.4237 1.4237 1.3985
R1 1.4079 1.4079 1.3952 1.3981
PP 1.3883 1.3883 1.3883 1.3835
S1 1.3725 1.3725 1.3888 1.3627
S2 1.3529 1.3529 1.3855
S3 1.3175 1.3371 1.3823
S4 1.2821 1.3017 1.3725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4072 1.3726 0.0346 2.5% 0.0148 1.1% 56% False False 322,373
10 1.4156 1.3688 0.0468 3.4% 0.0188 1.3% 49% False False 371,225
20 1.4156 1.3611 0.0545 3.9% 0.0172 1.2% 57% False False 353,602
40 1.4156 1.2640 0.1516 10.9% 0.0155 1.1% 84% False False 308,399
60 1.4156 1.2587 0.1569 11.3% 0.0148 1.1% 85% False False 206,281
80 1.4156 1.2531 0.1625 11.7% 0.0143 1.0% 85% False False 154,880
100 1.4156 1.2070 0.2086 15.0% 0.0140 1.0% 89% False False 123,940
120 1.4156 1.1922 0.2234 16.1% 0.0138 1.0% 89% False False 103,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4696
2.618 1.4405
1.618 1.4227
1.000 1.4117
0.618 1.4049
HIGH 1.3939
0.618 1.3871
0.500 1.3850
0.382 1.3829
LOW 1.3761
0.618 1.3651
1.000 1.3583
1.618 1.3473
2.618 1.3295
4.250 1.3005
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 1.3896 1.3896
PP 1.3873 1.3873
S1 1.3850 1.3850

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

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