CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 1.3736 1.3609 -0.0127 -0.9% 1.3762
High 1.3742 1.3628 -0.0114 -0.8% 1.3819
Low 1.3587 1.3503 -0.0084 -0.6% 1.3503
Close 1.3620 1.3536 -0.0084 -0.6% 1.3536
Range 0.0155 0.0125 -0.0030 -19.4% 0.0316
ATR 0.0133 0.0132 -0.0001 -0.4% 0.0000
Volume 254,489 309,394 54,905 21.6% 1,368,945
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3931 1.3858 1.3605
R3 1.3806 1.3733 1.3570
R2 1.3681 1.3681 1.3559
R1 1.3608 1.3608 1.3547 1.3582
PP 1.3556 1.3556 1.3556 1.3543
S1 1.3483 1.3483 1.3525 1.3457
S2 1.3431 1.3431 1.3513
S3 1.3306 1.3358 1.3502
S4 1.3181 1.3233 1.3467
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4567 1.4368 1.3710
R3 1.4251 1.4052 1.3623
R2 1.3935 1.3935 1.3594
R1 1.3736 1.3736 1.3565 1.3678
PP 1.3619 1.3619 1.3619 1.3590
S1 1.3420 1.3420 1.3507 1.3362
S2 1.3303 1.3303 1.3478
S3 1.2987 1.3104 1.3449
S4 1.2671 1.2788 1.3362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3819 1.3503 0.0316 2.3% 0.0127 0.9% 10% False True 273,789
10 1.3819 1.3503 0.0316 2.3% 0.0116 0.9% 10% False True 176,385
20 1.3819 1.3433 0.0386 2.9% 0.0131 1.0% 27% False False 91,191
40 1.4180 1.3433 0.0747 5.5% 0.0133 1.0% 14% False False 46,110
60 1.4569 1.3433 0.1136 8.4% 0.0131 1.0% 9% False False 30,822
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4159
2.618 1.3955
1.618 1.3830
1.000 1.3753
0.618 1.3705
HIGH 1.3628
0.618 1.3580
0.500 1.3566
0.382 1.3551
LOW 1.3503
0.618 1.3426
1.000 1.3378
1.618 1.3301
2.618 1.3176
4.250 1.2972
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 1.3566 1.3661
PP 1.3556 1.3619
S1 1.3546 1.3578

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

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