CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 1.4122 1.4207 0.0085 0.6% 1.3961
High 1.4276 1.4245 -0.0031 -0.2% 1.4276
Low 1.4095 1.4017 -0.0078 -0.6% 1.3856
Close 1.4202 1.4038 -0.0164 -1.2% 1.4038
Range 0.0181 0.0228 0.0047 26.0% 0.0420
ATR 0.0169 0.0173 0.0004 2.5% 0.0000
Volume 408,436 398,707 -9,729 -2.4% 1,860,684
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4784 1.4639 1.4163
R3 1.4556 1.4411 1.4101
R2 1.4328 1.4328 1.4080
R1 1.4183 1.4183 1.4059 1.4142
PP 1.4100 1.4100 1.4100 1.4079
S1 1.3955 1.3955 1.4017 1.3914
S2 1.3872 1.3872 1.3996
S3 1.3644 1.3727 1.3975
S4 1.3416 1.3499 1.3913
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.5317 1.5097 1.4269
R3 1.4897 1.4677 1.4154
R2 1.4477 1.4477 1.4115
R1 1.4257 1.4257 1.4077 1.4367
PP 1.4057 1.4057 1.4057 1.4112
S1 1.3837 1.3837 1.4000 1.3947
S2 1.3637 1.3637 1.3961
S3 1.3217 1.3417 1.3923
S4 1.2797 1.2997 1.3807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4276 1.3856 0.0420 3.0% 0.0190 1.4% 43% False False 372,136
10 1.4276 1.3726 0.0550 3.9% 0.0172 1.2% 57% False False 355,487
20 1.4276 1.3688 0.0588 4.2% 0.0177 1.3% 60% False False 356,849
40 1.4276 1.2700 0.1576 11.2% 0.0166 1.2% 85% False False 349,944
60 1.4276 1.2587 0.1689 12.0% 0.0149 1.1% 86% False False 242,943
80 1.4276 1.2587 0.1689 12.0% 0.0146 1.0% 86% False False 182,469
100 1.4276 1.2170 0.2106 15.0% 0.0144 1.0% 89% False False 146,037
120 1.4276 1.1922 0.2354 16.8% 0.0141 1.0% 90% False False 121,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5214
2.618 1.4842
1.618 1.4614
1.000 1.4473
0.618 1.4386
HIGH 1.4245
0.618 1.4158
0.500 1.4131
0.382 1.4104
LOW 1.4017
0.618 1.3876
1.000 1.3789
1.618 1.3648
2.618 1.3420
4.250 1.3048
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 1.4131 1.4130
PP 1.4100 1.4099
S1 1.4069 1.4069

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

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