CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 1.2283 1.2216 -0.0067 -0.5% 1.2550
High 1.2357 1.2276 -0.0081 -0.7% 1.2565
Low 1.2112 1.2175 0.0063 0.5% 1.2155
Close 1.2258 1.2240 -0.0018 -0.1% 1.2324
Range 0.0245 0.0101 -0.0144 -58.8% 0.0410
ATR 0.0209 0.0201 -0.0008 -3.7% 0.0000
Volume 366,661 530,192 163,531 44.6% 1,945,519
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2533 1.2488 1.2296
R3 1.2432 1.2387 1.2268
R2 1.2331 1.2331 1.2259
R1 1.2286 1.2286 1.2249 1.2309
PP 1.2230 1.2230 1.2230 1.2242
S1 1.2185 1.2185 1.2231 1.2208
S2 1.2129 1.2129 1.2221
S3 1.2028 1.2084 1.2212
S4 1.1927 1.1983 1.2184
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.3578 1.3361 1.2550
R3 1.3168 1.2951 1.2437
R2 1.2758 1.2758 1.2399
R1 1.2541 1.2541 1.2362 1.2445
PP 1.2348 1.2348 1.2348 1.2300
S1 1.2131 1.2131 1.2286 1.2035
S2 1.1938 1.1938 1.2249
S3 1.1528 1.1721 1.2211
S4 1.1118 1.1311 1.2099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2456 1.2112 0.0344 2.8% 0.0197 1.6% 37% False False 426,125
10 1.2674 1.2112 0.0562 4.6% 0.0218 1.8% 23% False False 463,604
20 1.3097 1.2112 0.0985 8.0% 0.0220 1.8% 13% False False 488,194
40 1.3694 1.2112 0.1582 12.9% 0.0176 1.4% 8% False False 416,285
60 1.3819 1.2112 0.1707 13.9% 0.0159 1.3% 7% False False 358,934
80 1.3834 1.2112 0.1722 14.1% 0.0157 1.3% 7% False False 270,495
100 1.4569 1.2112 0.2457 20.1% 0.0150 1.2% 5% False False 216,481
120 1.4720 1.2112 0.2608 21.3% 0.0143 1.2% 5% False False 180,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.2705
2.618 1.2540
1.618 1.2439
1.000 1.2377
0.618 1.2338
HIGH 1.2276
0.618 1.2237
0.500 1.2226
0.382 1.2214
LOW 1.2175
0.618 1.2113
1.000 1.2074
1.618 1.2012
2.618 1.1911
4.250 1.1746
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 1.2235 1.2284
PP 1.2230 1.2269
S1 1.2226 1.2255

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

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