CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 1.3118 1.3093 -0.0025 -0.2% 1.3200
High 1.3199 1.3179 -0.0020 -0.2% 1.3493
Low 1.3069 1.3073 0.0004 0.0% 1.3129
Close 1.3088 1.3083 -0.0005 0.0% 1.3173
Range 0.0130 0.0106 -0.0024 -18.5% 0.0364
ATR 0.0162 0.0158 -0.0004 -2.5% 0.0000
Volume 224,766 214,566 -10,200 -4.5% 1,628,145
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3430 1.3362 1.3141
R3 1.3324 1.3256 1.3112
R2 1.3218 1.3218 1.3102
R1 1.3150 1.3150 1.3093 1.3131
PP 1.3112 1.3112 1.3112 1.3102
S1 1.3044 1.3044 1.3073 1.3025
S2 1.3006 1.3006 1.3064
S3 1.2900 1.2938 1.3054
S4 1.2794 1.2832 1.3025
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4357 1.4129 1.3373
R3 1.3993 1.3765 1.3273
R2 1.3629 1.3629 1.3240
R1 1.3401 1.3401 1.3206 1.3333
PP 1.3265 1.3265 1.3265 1.3231
S1 1.3037 1.3037 1.3140 1.2969
S2 1.2901 1.2901 1.3106
S3 1.2537 1.2673 1.3073
S4 1.2173 1.2309 1.2973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3358 1.3069 0.0289 2.2% 0.0128 1.0% 5% False False 251,794
10 1.3493 1.3069 0.0424 3.2% 0.0147 1.1% 3% False False 267,441
20 1.3493 1.2963 0.0530 4.1% 0.0162 1.2% 23% False False 144,175
40 1.4250 1.2963 0.1287 9.8% 0.0168 1.3% 9% False False 72,633
60 1.4250 1.2963 0.1287 9.8% 0.0165 1.3% 9% False False 48,606
80 1.4250 1.2650 0.1600 12.2% 0.0150 1.1% 27% False False 36,496
100 1.4250 1.2642 0.1608 12.3% 0.0123 0.9% 27% False False 29,198
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3630
2.618 1.3457
1.618 1.3351
1.000 1.3285
0.618 1.3245
HIGH 1.3179
0.618 1.3139
0.500 1.3126
0.382 1.3113
LOW 1.3073
0.618 1.3007
1.000 1.2967
1.618 1.2901
2.618 1.2795
4.250 1.2623
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 1.3126 1.3134
PP 1.3112 1.3117
S1 1.3097 1.3100

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

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