CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 1.2830 1.2653 -0.0177 -1.4% 1.3331
High 1.2862 1.2810 -0.0052 -0.4% 1.3334
Low 1.2530 1.2602 0.0072 0.6% 1.2530
Close 1.2611 1.2748 0.0137 1.1% 1.2748
Range 0.0332 0.0208 -0.0124 -37.3% 0.0804
ATR 0.0152 0.0156 0.0004 2.6% 0.0000
Volume 4,491 4,910 419 9.3% 14,800
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.3344 1.3254 1.2862
R3 1.3136 1.3046 1.2805
R2 1.2928 1.2928 1.2786
R1 1.2838 1.2838 1.2767 1.2883
PP 1.2720 1.2720 1.2720 1.2743
S1 1.2630 1.2630 1.2729 1.2675
S2 1.2512 1.2512 1.2710
S3 1.2304 1.2422 1.2691
S4 1.2096 1.2214 1.2634
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.5283 1.4819 1.3190
R3 1.4479 1.4015 1.2969
R2 1.3675 1.3675 1.2895
R1 1.3211 1.3211 1.2822 1.3041
PP 1.2871 1.2871 1.2871 1.2786
S1 1.2407 1.2407 1.2674 1.2237
S2 1.2067 1.2067 1.2601
S3 1.1263 1.1603 1.2527
S4 1.0459 1.0799 1.2306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3334 1.2530 0.0804 6.3% 0.0225 1.8% 27% False False 2,960
10 1.3415 1.2530 0.0885 6.9% 0.0181 1.4% 25% False False 2,570
20 1.3686 1.2530 0.1156 9.1% 0.0145 1.1% 19% False False 1,723
40 1.3812 1.2530 0.1282 10.1% 0.0131 1.0% 17% False False 1,100
60 1.3812 1.2530 0.1282 10.1% 0.0103 0.8% 17% False False 750
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3694
2.618 1.3355
1.618 1.3147
1.000 1.3018
0.618 1.2939
HIGH 1.2810
0.618 1.2731
0.500 1.2706
0.382 1.2681
LOW 1.2602
0.618 1.2473
1.000 1.2394
1.618 1.2265
2.618 1.2057
4.250 1.1718
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 1.2734 1.2764
PP 1.2720 1.2758
S1 1.2706 1.2753

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

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