CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 1.2353 1.2399 0.0046 0.4% 1.2922
High 1.2417 1.2447 0.0030 0.2% 1.3097
Low 1.2235 1.2163 -0.0072 -0.6% 1.2355
Close 1.2389 1.2207 -0.0182 -1.5% 1.2387
Range 0.0182 0.0284 0.0102 56.0% 0.0742
ATR 0.0177 0.0185 0.0008 4.3% 0.0000
Volume 460,512 491,594 31,082 6.7% 2,308,320
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 1.3124 1.2950 1.2363
R3 1.2840 1.2666 1.2285
R2 1.2556 1.2556 1.2259
R1 1.2382 1.2382 1.2233 1.2327
PP 1.2272 1.2272 1.2272 1.2245
S1 1.2098 1.2098 1.2181 1.2043
S2 1.1988 1.1988 1.2155
S3 1.1704 1.1814 1.2129
S4 1.1420 1.1530 1.2051
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.4839 1.4355 1.2795
R3 1.4097 1.3613 1.2591
R2 1.3355 1.3355 1.2523
R1 1.2871 1.2871 1.2455 1.2742
PP 1.2613 1.2613 1.2613 1.2549
S1 1.2129 1.2129 1.2319 1.2000
S2 1.1871 1.1871 1.2251
S3 1.1129 1.1387 1.2183
S4 1.0387 1.0645 1.1979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2742 1.2163 0.0579 4.7% 0.0199 1.6% 8% False True 396,206
10 1.3097 1.2163 0.0934 7.7% 0.0223 1.8% 5% False True 512,784
20 1.3449 1.2163 0.1286 10.5% 0.0190 1.6% 3% False True 447,782
40 1.3694 1.2163 0.1531 12.5% 0.0154 1.3% 3% False True 371,950
60 1.3819 1.2163 0.1656 13.6% 0.0147 1.2% 3% False True 283,106
80 1.4180 1.2163 0.2017 16.5% 0.0144 1.2% 2% False True 212,609
100 1.4569 1.2163 0.2406 19.7% 0.0140 1.1% 2% False True 170,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0054
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3654
2.618 1.3191
1.618 1.2907
1.000 1.2731
0.618 1.2623
HIGH 1.2447
0.618 1.2339
0.500 1.2305
0.382 1.2271
LOW 1.2163
0.618 1.1987
1.000 1.1879
1.618 1.1703
2.618 1.1419
4.250 1.0956
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 1.2305 1.2371
PP 1.2272 1.2316
S1 1.2240 1.2262

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

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