CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 1.3341 1.3357 0.0016 0.1% 1.3492
High 1.3367 1.3506 0.0139 1.0% 1.3539
Low 1.3283 1.3342 0.0059 0.4% 1.3283
Close 1.3351 1.3456 0.0105 0.8% 1.3456
Range 0.0084 0.0164 0.0080 95.2% 0.0256
ATR 0.0127 0.0129 0.0003 2.1% 0.0000
Volume 289,314 313,608 24,294 8.4% 1,096,376
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3927 1.3855 1.3546
R3 1.3763 1.3691 1.3501
R2 1.3599 1.3599 1.3486
R1 1.3527 1.3527 1.3471 1.3563
PP 1.3435 1.3435 1.3435 1.3453
S1 1.3363 1.3363 1.3441 1.3399
S2 1.3271 1.3271 1.3426
S3 1.3107 1.3199 1.3411
S4 1.2943 1.3035 1.3366
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4194 1.4081 1.3597
R3 1.3938 1.3825 1.3526
R2 1.3682 1.3682 1.3503
R1 1.3569 1.3569 1.3479 1.3498
PP 1.3426 1.3426 1.3426 1.3390
S1 1.3313 1.3313 1.3433 1.3242
S2 1.3170 1.3170 1.3409
S3 1.2914 1.3057 1.3386
S4 1.2658 1.2801 1.3315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3539 1.3283 0.0256 1.9% 0.0111 0.8% 68% False False 219,275
10 1.3593 1.3268 0.0325 2.4% 0.0124 0.9% 58% False False 273,590
20 1.3819 1.3266 0.0553 4.1% 0.0126 0.9% 34% False False 280,240
40 1.3819 1.3266 0.0553 4.1% 0.0136 1.0% 34% False False 147,463
60 1.4569 1.3266 0.1303 9.7% 0.0132 1.0% 15% False False 98,484
80 1.4649 1.3266 0.1383 10.3% 0.0128 1.0% 14% False False 73,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4203
2.618 1.3935
1.618 1.3771
1.000 1.3670
0.618 1.3607
HIGH 1.3506
0.618 1.3443
0.500 1.3424
0.382 1.3405
LOW 1.3342
0.618 1.3241
1.000 1.3178
1.618 1.3077
2.618 1.2913
4.250 1.2645
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 1.3445 1.3436
PP 1.3435 1.3415
S1 1.3424 1.3395

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

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