CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 1.3331 1.3192 -0.0139 -1.0% 1.3356
High 1.3334 1.3211 -0.0123 -0.9% 1.3415
Low 1.3158 1.2986 -0.0172 -1.3% 1.3119
Close 1.3215 1.3007 -0.0208 -1.6% 1.3309
Range 0.0176 0.0225 0.0049 27.8% 0.0296
ATR 0.0126 0.0133 0.0007 5.8% 0.0000
Volume 1,248 753 -495 -39.7% 10,909
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 1.3743 1.3600 1.3131
R3 1.3518 1.3375 1.3069
R2 1.3293 1.3293 1.3048
R1 1.3150 1.3150 1.3028 1.3109
PP 1.3068 1.3068 1.3068 1.3048
S1 1.2925 1.2925 1.2986 1.2884
S2 1.2843 1.2843 1.2966
S3 1.2618 1.2700 1.2945
S4 1.2393 1.2475 1.2883
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4169 1.4035 1.3472
R3 1.3873 1.3739 1.3390
R2 1.3577 1.3577 1.3363
R1 1.3443 1.3443 1.3336 1.3362
PP 1.3281 1.3281 1.3281 1.3241
S1 1.3147 1.3147 1.3282 1.3066
S2 1.2985 1.2985 1.3255
S3 1.2689 1.2851 1.3228
S4 1.2393 1.2555 1.3146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3341 1.2986 0.0355 2.7% 0.0149 1.1% 6% False True 1,803
10 1.3441 1.2986 0.0455 3.5% 0.0152 1.2% 5% False True 1,621
20 1.3686 1.2986 0.0700 5.4% 0.0124 1.0% 3% False True 1,147
40 1.3812 1.2986 0.0826 6.4% 0.0119 0.9% 3% False True 781
60 1.3812 1.2986 0.0826 6.4% 0.0091 0.7% 3% False True 537
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 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4167
2.618 1.3800
1.618 1.3575
1.000 1.3436
0.618 1.3350
HIGH 1.3211
0.618 1.3125
0.500 1.3099
0.382 1.3072
LOW 1.2986
0.618 1.2847
1.000 1.2761
1.618 1.2622
2.618 1.2397
4.250 1.2030
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 1.3099 1.3164
PP 1.3068 1.3111
S1 1.3038 1.3059

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

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