CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 1.3238 1.3207 -0.0031 -0.2% 1.3407
High 1.3284 1.3340 0.0056 0.4% 1.3421
Low 1.3178 1.3183 0.0005 0.0% 1.3163
Close 1.3230 1.3331 0.0101 0.8% 1.3230
Range 0.0106 0.0157 0.0051 48.1% 0.0258
ATR 0.0174 0.0172 -0.0001 -0.7% 0.0000
Volume 97,336 9,354 -87,982 -90.4% 1,479,625
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3756 1.3700 1.3417
R3 1.3599 1.3543 1.3374
R2 1.3442 1.3442 1.3360
R1 1.3386 1.3386 1.3345 1.3414
PP 1.3285 1.3285 1.3285 1.3299
S1 1.3229 1.3229 1.3317 1.3257
S2 1.3128 1.3128 1.3302
S3 1.2971 1.3072 1.3288
S4 1.2814 1.2915 1.3245
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 1.3400 1.3163 0.0237 1.8% 0.0134 1.0% 71% False False 228,209
10 1.3438 1.2968 0.0470 3.5% 0.0168 1.3% 77% False False 335,689
20 1.3785 1.2968 0.0817 6.1% 0.0175 1.3% 44% False False 352,378
40 1.4276 1.2968 0.1308 9.8% 0.0181 1.4% 28% False False 365,166
60 1.4276 1.2968 0.1308 9.8% 0.0172 1.3% 28% False False 357,274
80 1.4276 1.2587 0.1689 12.7% 0.0160 1.2% 44% False False 296,434
100 1.4276 1.2587 0.1689 12.7% 0.0154 1.2% 44% False False 237,373
120 1.4276 1.2170 0.2106 15.8% 0.0152 1.1% 55% False False 197,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4007
2.618 1.3751
1.618 1.3594
1.000 1.3497
0.618 1.3437
HIGH 1.3340
0.618 1.3280
0.500 1.3262
0.382 1.3243
LOW 1.3183
0.618 1.3086
1.000 1.3026
1.618 1.2929
2.618 1.2772
4.250 1.2516
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 1.3308 1.3305
PP 1.3285 1.3278
S1 1.3262 1.3252

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

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