CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 1.3565 1.3496 -0.0069 -0.5% 1.3762
High 1.3570 1.3501 -0.0069 -0.5% 1.3819
Low 1.3475 1.3312 -0.0163 -1.2% 1.3503
Close 1.3489 1.3338 -0.0151 -1.1% 1.3536
Range 0.0095 0.0189 0.0094 98.9% 0.0316
ATR 0.0128 0.0132 0.0004 3.4% 0.0000
Volume 303,153 324,045 20,892 6.9% 1,368,945
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3951 1.3833 1.3442
R3 1.3762 1.3644 1.3390
R2 1.3573 1.3573 1.3373
R1 1.3455 1.3455 1.3355 1.3420
PP 1.3384 1.3384 1.3384 1.3366
S1 1.3266 1.3266 1.3321 1.3231
S2 1.3195 1.3195 1.3303
S3 1.3006 1.3077 1.3286
S4 1.2817 1.2888 1.3234
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 1.3742 1.3312 0.0430 3.2% 0.0134 1.0% 6% False True 295,574
10 1.3819 1.3312 0.0507 3.8% 0.0122 0.9% 5% False True 255,472
20 1.3819 1.3312 0.0507 3.8% 0.0131 1.0% 5% False True 136,470
40 1.4077 1.3312 0.0765 5.7% 0.0136 1.0% 3% False True 68,927
60 1.4569 1.3312 0.1257 9.4% 0.0132 1.0% 2% False True 46,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.4304
2.618 1.3996
1.618 1.3807
1.000 1.3690
0.618 1.3618
HIGH 1.3501
0.618 1.3429
0.500 1.3407
0.382 1.3384
LOW 1.3312
0.618 1.3195
1.000 1.3123
1.618 1.3006
2.618 1.2817
4.250 1.2509
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 1.3407 1.3441
PP 1.3384 1.3407
S1 1.3361 1.3372

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

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