CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 1.3325 1.3284 -0.0041 -0.3% 1.3531
High 1.3388 1.3425 0.0037 0.3% 1.3570
Low 1.3266 1.3268 0.0002 0.0% 1.3266
Close 1.3291 1.3400 0.0109 0.8% 1.3400
Range 0.0122 0.0157 0.0035 28.7% 0.0304
ATR 0.0131 0.0133 0.0002 1.4% 0.0000
Volume 413,012 379,887 -33,125 -8.0% 1,706,886
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3835 1.3775 1.3486
R3 1.3678 1.3618 1.3443
R2 1.3521 1.3521 1.3429
R1 1.3461 1.3461 1.3414 1.3491
PP 1.3364 1.3364 1.3364 1.3380
S1 1.3304 1.3304 1.3386 1.3334
S2 1.3207 1.3207 1.3371
S3 1.3050 1.3147 1.3357
S4 1.2893 1.2990 1.3314
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4324 1.4166 1.3567
R3 1.4020 1.3862 1.3484
R2 1.3716 1.3716 1.3456
R1 1.3558 1.3558 1.3428 1.3485
PP 1.3412 1.3412 1.3412 1.3376
S1 1.3254 1.3254 1.3372 1.3181
S2 1.3108 1.3108 1.3344
S3 1.2804 1.2950 1.3316
S4 1.2500 1.2646 1.3233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3570 1.3266 0.0304 2.3% 0.0134 1.0% 44% False False 341,377
10 1.3819 1.3266 0.0553 4.1% 0.0131 1.0% 24% False False 307,583
20 1.3819 1.3266 0.0553 4.1% 0.0131 1.0% 24% False False 175,654
40 1.4017 1.3266 0.0751 5.6% 0.0138 1.0% 18% False False 88,725
60 1.4569 1.3266 0.1303 9.7% 0.0134 1.0% 10% False False 59,261
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4092
2.618 1.3836
1.618 1.3679
1.000 1.3582
0.618 1.3522
HIGH 1.3425
0.618 1.3365
0.500 1.3347
0.382 1.3328
LOW 1.3268
0.618 1.3171
1.000 1.3111
1.618 1.3014
2.618 1.2857
4.250 1.2601
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 1.3382 1.3395
PP 1.3364 1.3389
S1 1.3347 1.3384

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

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