CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 1.3628 1.3590 -0.0038 -0.3% 1.3492
High 1.3694 1.3629 -0.0065 -0.5% 1.3539
Low 1.3567 1.3546 -0.0021 -0.2% 1.3283
Close 1.3588 1.3596 0.0008 0.1% 1.3456
Range 0.0127 0.0083 -0.0044 -34.6% 0.0256
ATR 0.0137 0.0133 -0.0004 -2.8% 0.0000
Volume 382,153 305,464 -76,689 -20.1% 1,096,376
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3839 1.3801 1.3642
R3 1.3756 1.3718 1.3619
R2 1.3673 1.3673 1.3611
R1 1.3635 1.3635 1.3604 1.3654
PP 1.3590 1.3590 1.3590 1.3600
S1 1.3552 1.3552 1.3588 1.3571
S2 1.3507 1.3507 1.3581
S3 1.3424 1.3469 1.3573
S4 1.3341 1.3386 1.3550
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 1.3694 1.3283 0.0411 3.0% 0.0108 0.8% 76% False False 320,220
10 1.3694 1.3283 0.0411 3.0% 0.0120 0.9% 76% False False 269,947
20 1.3819 1.3266 0.0553 4.1% 0.0123 0.9% 60% False False 291,432
40 1.3819 1.3266 0.0553 4.1% 0.0133 1.0% 60% False False 164,597
60 1.4499 1.3266 0.1233 9.1% 0.0132 1.0% 27% False False 109,937
80 1.4578 1.3266 0.1312 9.6% 0.0129 1.0% 25% False False 82,516
Crabel Price Patterns
NR True
NR4 True
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 0.0035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3982
2.618 1.3846
1.618 1.3763
1.000 1.3712
0.618 1.3680
HIGH 1.3629
0.618 1.3597
0.500 1.3588
0.382 1.3578
LOW 1.3546
0.618 1.3495
1.000 1.3463
1.618 1.3412
2.618 1.3329
4.250 1.3193
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 1.3593 1.3570
PP 1.3590 1.3544
S1 1.3588 1.3518

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

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