CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 1.3920 1.3961 0.0041 0.3% 1.3942
High 1.3946 1.4005 0.0059 0.4% 1.4072
Low 1.3800 1.3856 0.0056 0.4% 1.3726
Close 1.3888 1.3881 -0.0007 -0.1% 1.3888
Range 0.0146 0.0149 0.0003 2.1% 0.0346
ATR 0.0165 0.0164 -0.0001 -0.7% 0.0000
Volume 349,527 287,853 -61,674 -17.6% 1,694,188
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4361 1.4270 1.3963
R3 1.4212 1.4121 1.3922
R2 1.4063 1.4063 1.3908
R1 1.3972 1.3972 1.3895 1.3943
PP 1.3914 1.3914 1.3914 1.3900
S1 1.3823 1.3823 1.3867 1.3794
S2 1.3765 1.3765 1.3854
S3 1.3616 1.3674 1.3840
S4 1.3467 1.3525 1.3799
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4933 1.4757 1.4078
R3 1.4587 1.4411 1.3983
R2 1.4241 1.4241 1.3951
R1 1.4065 1.4065 1.3920 1.3980
PP 1.3895 1.3895 1.3895 1.3853
S1 1.3719 1.3719 1.3856 1.3634
S2 1.3549 1.3549 1.3825
S3 1.3203 1.3373 1.3793
S4 1.2857 1.3027 1.3698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4005 1.3726 0.0279 2.0% 0.0155 1.1% 56% True False 339,583
10 1.4072 1.3688 0.0384 2.8% 0.0180 1.3% 50% False False 357,530
20 1.4156 1.3632 0.0524 3.8% 0.0172 1.2% 48% False False 356,289
40 1.4156 1.2640 0.1516 10.9% 0.0159 1.1% 82% False False 323,707
60 1.4156 1.2587 0.1569 11.3% 0.0148 1.1% 82% False False 216,856
80 1.4156 1.2531 0.1625 11.7% 0.0145 1.0% 83% False False 162,837
100 1.4156 1.2170 0.1986 14.3% 0.0141 1.0% 86% False False 130,312
120 1.4156 1.1922 0.2234 16.1% 0.0140 1.0% 88% False False 108,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4638
2.618 1.4395
1.618 1.4246
1.000 1.4154
0.618 1.4097
HIGH 1.4005
0.618 1.3948
0.500 1.3931
0.382 1.3913
LOW 1.3856
0.618 1.3764
1.000 1.3707
1.618 1.3615
2.618 1.3466
4.250 1.3223
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 1.3931 1.3883
PP 1.3914 1.3882
S1 1.3898 1.3882

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

View Archives - Comment on this page... - Back to Index of Symbols