CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 1.3677 1.3578 -0.0099 -0.7% 1.4050
High 1.3747 1.3652 -0.0095 -0.7% 1.4079
Low 1.3561 1.3444 -0.0117 -0.9% 1.3569
Close 1.3598 1.3487 -0.0111 -0.8% 1.3690
Range 0.0186 0.0208 0.0022 11.8% 0.0510
ATR 0.0180 0.0182 0.0002 1.1% 0.0000
Volume 369,122 451,608 82,486 22.3% 2,095,282
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4152 1.4027 1.3601
R3 1.3944 1.3819 1.3544
R2 1.3736 1.3736 1.3525
R1 1.3611 1.3611 1.3506 1.3570
PP 1.3528 1.3528 1.3528 1.3507
S1 1.3403 1.3403 1.3468 1.3362
S2 1.3320 1.3320 1.3449
S3 1.3112 1.3195 1.3430
S4 1.2904 1.2987 1.3373
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.5309 1.5010 1.3971
R3 1.4799 1.4500 1.3830
R2 1.4289 1.4289 1.3784
R1 1.3990 1.3990 1.3737 1.3885
PP 1.3779 1.3779 1.3779 1.3727
S1 1.3480 1.3480 1.3643 1.3375
S2 1.3269 1.3269 1.3597
S3 1.2759 1.2970 1.3550
S4 1.2249 1.2460 1.3410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3444 0.0376 2.8% 0.0188 1.4% 11% False True 429,959
10 1.4276 1.3444 0.0832 6.2% 0.0199 1.5% 5% False True 415,913
20 1.4276 1.3444 0.0832 6.2% 0.0184 1.4% 5% False True 379,172
40 1.4276 1.3244 0.1032 7.7% 0.0173 1.3% 24% False False 366,378
60 1.4276 1.2610 0.1666 12.4% 0.0158 1.2% 53% False False 291,414
80 1.4276 1.2587 0.1689 12.5% 0.0151 1.1% 53% False False 218,857
100 1.4276 1.2170 0.2106 15.6% 0.0149 1.1% 63% False False 175,184
120 1.4276 1.1922 0.2354 17.5% 0.0144 1.1% 66% False False 146,006
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 0.0054
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4536
2.618 1.4197
1.618 1.3989
1.000 1.3860
0.618 1.3781
HIGH 1.3652
0.618 1.3573
0.500 1.3548
0.382 1.3523
LOW 1.3444
0.618 1.3315
1.000 1.3236
1.618 1.3107
2.618 1.2899
4.250 1.2560
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 1.3548 1.3609
PP 1.3528 1.3568
S1 1.3507 1.3528

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

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