CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 1.3192 1.2978 -0.0214 -1.6% 1.3356
High 1.3211 1.2997 -0.0214 -1.6% 1.3415
Low 1.2986 1.2812 -0.0174 -1.3% 1.3119
Close 1.3007 1.2830 -0.0177 -1.4% 1.3309
Range 0.0225 0.0185 -0.0040 -17.8% 0.0296
ATR 0.0133 0.0138 0.0004 3.3% 0.0000
Volume 753 3,398 2,645 351.3% 10,909
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1.3435 1.3317 1.2932
R3 1.3250 1.3132 1.2881
R2 1.3065 1.3065 1.2864
R1 1.2947 1.2947 1.2847 1.2914
PP 1.2880 1.2880 1.2880 1.2863
S1 1.2762 1.2762 1.2813 1.2729
S2 1.2695 1.2695 1.2796
S3 1.2510 1.2577 1.2779
S4 1.2325 1.2392 1.2728
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 1.2812 0.0529 4.1% 0.0156 1.2% 3% False True 2,213
10 1.3419 1.2812 0.0607 4.7% 0.0163 1.3% 3% False True 1,914
20 1.3686 1.2812 0.0874 6.8% 0.0129 1.0% 2% False True 1,294
40 1.3812 1.2812 0.1000 7.8% 0.0121 0.9% 2% False True 866
60 1.3812 1.2812 0.1000 7.8% 0.0094 0.7% 2% False True 593
Crabel Price Patterns
NR True
NR4 False
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3783
2.618 1.3481
1.618 1.3296
1.000 1.3182
0.618 1.3111
HIGH 1.2997
0.618 1.2926
0.500 1.2905
0.382 1.2883
LOW 1.2812
0.618 1.2698
1.000 1.2627
1.618 1.2513
2.618 1.2328
4.250 1.2026
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 1.2905 1.3073
PP 1.2880 1.2992
S1 1.2855 1.2911

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

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