CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 1.3622 1.3380 -0.0242 -1.8% 1.3677
High 1.3629 1.3421 -0.0208 -1.5% 1.3747
Low 1.3359 1.3282 -0.0077 -0.6% 1.3444
Close 1.3373 1.3313 -0.0060 -0.4% 1.3671
Range 0.0270 0.0139 -0.0131 -48.5% 0.0303
ATR 0.0181 0.0178 -0.0003 -1.7% 0.0000
Volume 450,425 370,767 -79,658 -17.7% 1,724,143
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3756 1.3673 1.3389
R3 1.3617 1.3534 1.3351
R2 1.3478 1.3478 1.3338
R1 1.3395 1.3395 1.3326 1.3367
PP 1.3339 1.3339 1.3339 1.3325
S1 1.3256 1.3256 1.3300 1.3228
S2 1.3200 1.3200 1.3288
S3 1.3061 1.3117 1.3275
S4 1.2922 1.2978 1.3237
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4530 1.4403 1.3838
R3 1.4227 1.4100 1.3754
R2 1.3924 1.3924 1.3727
R1 1.3797 1.3797 1.3699 1.3709
PP 1.3621 1.3621 1.3621 1.3577
S1 1.3494 1.3494 1.3643 1.3406
S2 1.3318 1.3318 1.3615
S3 1.3015 1.3191 1.3588
S4 1.2712 1.2888 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3785 1.3282 0.0503 3.8% 0.0177 1.3% 6% False True 348,231
10 1.3817 1.3282 0.0535 4.0% 0.0178 1.3% 6% False True 372,028
20 1.4276 1.3282 0.0994 7.5% 0.0182 1.4% 3% False True 377,477
40 1.4276 1.3282 0.0994 7.5% 0.0175 1.3% 3% False True 367,146
60 1.4276 1.2640 0.1636 12.3% 0.0162 1.2% 41% False False 325,406
80 1.4276 1.2587 0.1689 12.7% 0.0155 1.2% 43% False False 244,518
100 1.4276 1.2531 0.1745 13.1% 0.0150 1.1% 45% False False 195,744
120 1.4276 1.2035 0.2241 16.8% 0.0146 1.1% 57% False False 163,150
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4012
2.618 1.3785
1.618 1.3646
1.000 1.3560
0.618 1.3507
HIGH 1.3421
0.618 1.3368
0.500 1.3352
0.382 1.3335
LOW 1.3282
0.618 1.3196
1.000 1.3143
1.618 1.3057
2.618 1.2918
4.250 1.2691
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 1.3352 1.3534
PP 1.3339 1.3460
S1 1.3326 1.3387

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

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