CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 1.2250 1.2165 -0.0085 -0.7% 1.2283
High 1.2328 1.2217 -0.0111 -0.9% 1.2357
Low 1.2152 1.1955 -0.0197 -1.6% 1.1955
Close 1.2178 1.1966 -0.0212 -1.7% 1.1966
Range 0.0176 0.0262 0.0086 48.9% 0.0402
ATR 0.0200 0.0204 0.0004 2.2% 0.0000
Volume 333,002 353,616 20,614 6.2% 1,583,471
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2832 1.2661 1.2110
R3 1.2570 1.2399 1.2038
R2 1.2308 1.2308 1.2014
R1 1.2137 1.2137 1.1990 1.2092
PP 1.2046 1.2046 1.2046 1.2023
S1 1.1875 1.1875 1.1942 1.1830
S2 1.1784 1.1784 1.1918
S3 1.1522 1.1613 1.1894
S4 1.1260 1.1351 1.1822
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.3299 1.3034 1.2187
R3 1.2897 1.2632 1.2077
R2 1.2495 1.2495 1.2040
R1 1.2230 1.2230 1.2003 1.2162
PP 1.2093 1.2093 1.2093 1.2058
S1 1.1828 1.1828 1.1929 1.1760
S2 1.1691 1.1691 1.1892
S3 1.1289 1.1426 1.1855
S4 1.0887 1.1024 1.1745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2456 1.1955 0.0501 4.2% 0.0195 1.6% 2% False True 412,665
10 1.2674 1.1955 0.0719 6.0% 0.0203 1.7% 2% False True 413,441
20 1.3097 1.1955 0.1142 9.5% 0.0216 1.8% 1% False True 470,597
40 1.3694 1.1955 0.1739 14.5% 0.0183 1.5% 1% False True 418,454
60 1.3819 1.1955 0.1864 15.6% 0.0162 1.4% 1% False True 368,803
80 1.3819 1.1955 0.1864 15.6% 0.0159 1.3% 1% False True 279,052
100 1.4569 1.1955 0.2614 21.8% 0.0151 1.3% 0% False True 223,339
120 1.4661 1.1955 0.2706 22.6% 0.0146 1.2% 0% False True 186,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3331
2.618 1.2903
1.618 1.2641
1.000 1.2479
0.618 1.2379
HIGH 1.2217
0.618 1.2117
0.500 1.2086
0.382 1.2055
LOW 1.1955
0.618 1.1793
1.000 1.1693
1.618 1.1531
2.618 1.1269
4.250 1.0842
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 1.2086 1.2142
PP 1.2046 1.2083
S1 1.2006 1.2025

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

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