CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 1.3265 1.3238 -0.0027 -0.2% 1.3407
High 1.3327 1.3284 -0.0043 -0.3% 1.3421
Low 1.3163 1.3178 0.0015 0.1% 1.3163
Close 1.3236 1.3230 -0.0006 0.0% 1.3230
Range 0.0164 0.0106 -0.0058 -35.4% 0.0258
ATR 0.0179 0.0174 -0.0005 -2.9% 0.0000
Volume 312,515 97,336 -215,179 -68.9% 1,479,625
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3549 1.3495 1.3288
R3 1.3443 1.3389 1.3259
R2 1.3337 1.3337 1.3249
R1 1.3283 1.3283 1.3240 1.3257
PP 1.3231 1.3231 1.3231 1.3218
S1 1.3177 1.3177 1.3220 1.3151
S2 1.3125 1.3125 1.3211
S3 1.3019 1.3071 1.3201
S4 1.2913 1.2965 1.3172
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4045 1.3896 1.3372
R3 1.3787 1.3638 1.3301
R2 1.3529 1.3529 1.3277
R1 1.3380 1.3380 1.3254 1.3326
PP 1.3271 1.3271 1.3271 1.3244
S1 1.3122 1.3122 1.3206 1.3068
S2 1.3013 1.3013 1.3183
S3 1.2755 1.2864 1.3159
S4 1.2497 1.2606 1.3088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3421 1.3163 0.0258 2.0% 0.0138 1.0% 26% False False 295,925
10 1.3438 1.2968 0.0470 3.6% 0.0176 1.3% 56% False False 377,428
20 1.3785 1.2968 0.0817 6.2% 0.0177 1.3% 32% False False 375,995
40 1.4276 1.2968 0.1308 9.9% 0.0182 1.4% 20% False False 376,399
60 1.4276 1.2968 0.1308 9.9% 0.0172 1.3% 20% False False 362,558
80 1.4276 1.2587 0.1689 12.8% 0.0160 1.2% 38% False False 296,336
100 1.4276 1.2587 0.1689 12.8% 0.0154 1.2% 38% False False 237,284
120 1.4276 1.2170 0.2106 15.9% 0.0152 1.1% 50% False False 197,803
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3735
2.618 1.3562
1.618 1.3456
1.000 1.3390
0.618 1.3350
HIGH 1.3284
0.618 1.3244
0.500 1.3231
0.382 1.3218
LOW 1.3178
0.618 1.3112
1.000 1.3072
1.618 1.3006
2.618 1.2900
4.250 1.2728
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 1.3231 1.3245
PP 1.3231 1.3240
S1 1.3230 1.3235

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

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