CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 1.4480 1.4459 -0.0021 -0.1% 1.4304
High 1.4536 1.4569 0.0033 0.2% 1.4476
Low 1.4460 1.4457 -0.0003 0.0% 1.4255
Close 1.4490 1.4506 0.0016 0.1% 1.4410
Range 0.0076 0.0112 0.0036 47.4% 0.0221
ATR 0.0121 0.0120 -0.0001 -0.5% 0.0000
Volume 260 148 -112 -43.1% 1,399
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4847 1.4788 1.4568
R3 1.4735 1.4676 1.4537
R2 1.4623 1.4623 1.4527
R1 1.4564 1.4564 1.4516 1.4594
PP 1.4511 1.4511 1.4511 1.4525
S1 1.4452 1.4452 1.4496 1.4482
S2 1.4399 1.4399 1.4485
S3 1.4287 1.4340 1.4475
S4 1.4175 1.4228 1.4444
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.5043 1.4948 1.4532
R3 1.4822 1.4727 1.4471
R2 1.4601 1.4601 1.4451
R1 1.4506 1.4506 1.4430 1.4554
PP 1.4380 1.4380 1.4380 1.4404
S1 1.4285 1.4285 1.4390 1.4333
S2 1.4159 1.4159 1.4369
S3 1.3938 1.4064 1.4349
S4 1.3717 1.3843 1.4288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4569 1.4263 0.0306 2.1% 0.0128 0.9% 79% True False 351
10 1.4569 1.4255 0.0314 2.2% 0.0132 0.9% 80% True False 277
20 1.4615 1.4213 0.0402 2.8% 0.0122 0.8% 73% False False 239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5045
2.618 1.4862
1.618 1.4750
1.000 1.4681
0.618 1.4638
HIGH 1.4569
0.618 1.4526
0.500 1.4513
0.382 1.4500
LOW 1.4457
0.618 1.4388
1.000 1.4345
1.618 1.4276
2.618 1.4164
4.250 1.3981
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 1.4513 1.4500
PP 1.4511 1.4494
S1 1.4508 1.4489

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

View Archives - Comment on this page... - Back to Index of Symbols