CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 1.3910 1.3758 -0.0152 -1.1% 1.3961
High 1.3970 1.3820 -0.0150 -1.1% 1.4276
Low 1.3745 1.3665 -0.0080 -0.6% 1.3856
Close 1.3826 1.3773 -0.0053 -0.4% 1.4038
Range 0.0225 0.0155 -0.0070 -31.1% 0.0420
ATR 0.0179 0.0177 -0.0001 -0.7% 0.0000
Volume 440,966 487,198 46,232 10.5% 1,860,684
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4218 1.4150 1.3858
R3 1.4063 1.3995 1.3816
R2 1.3908 1.3908 1.3801
R1 1.3840 1.3840 1.3787 1.3874
PP 1.3753 1.3753 1.3753 1.3770
S1 1.3685 1.3685 1.3759 1.3719
S2 1.3598 1.3598 1.3745
S3 1.3443 1.3530 1.3730
S4 1.3288 1.3375 1.3688
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 1.3665 0.0611 4.4% 0.0197 1.4% 18% False True 412,111
10 1.4276 1.3665 0.0611 4.4% 0.0185 1.3% 18% False True 382,926
20 1.4276 1.3665 0.0611 4.4% 0.0186 1.4% 18% False True 375,531
40 1.4276 1.2971 0.1305 9.5% 0.0168 1.2% 61% False False 355,542
60 1.4276 1.2587 0.1689 12.3% 0.0153 1.1% 70% False False 263,788
80 1.4276 1.2587 0.1689 12.3% 0.0148 1.1% 70% False False 198,109
100 1.4276 1.2170 0.2106 15.3% 0.0146 1.1% 76% False False 158,566
120 1.4276 1.1922 0.2354 17.1% 0.0140 1.0% 79% False False 132,152
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4479
2.618 1.4226
1.618 1.4071
1.000 1.3975
0.618 1.3916
HIGH 1.3820
0.618 1.3761
0.500 1.3743
0.382 1.3724
LOW 1.3665
0.618 1.3569
1.000 1.3510
1.618 1.3414
2.618 1.3259
4.250 1.3006
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 1.3763 1.3872
PP 1.3753 1.3839
S1 1.3743 1.3806

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

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