CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 1.2653 1.2927 0.0274 2.2% 1.3331
High 1.2810 1.3101 0.0291 2.3% 1.3334
Low 1.2602 1.2763 0.0161 1.3% 1.2530
Close 1.2748 1.2806 0.0058 0.5% 1.2748
Range 0.0208 0.0338 0.0130 62.5% 0.0804
ATR 0.0156 0.0170 0.0014 9.0% 0.0000
Volume 4,910 2,938 -1,972 -40.2% 14,800
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 1.3904 1.3693 1.2992
R3 1.3566 1.3355 1.2899
R2 1.3228 1.3228 1.2868
R1 1.3017 1.3017 1.2837 1.2954
PP 1.2890 1.2890 1.2890 1.2858
S1 1.2679 1.2679 1.2775 1.2616
S2 1.2552 1.2552 1.2744
S3 1.2214 1.2341 1.2713
S4 1.1876 1.2003 1.2620
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 1.3211 1.2530 0.0681 5.3% 0.0258 2.0% 41% False False 3,298
10 1.3415 1.2530 0.0885 6.9% 0.0205 1.6% 31% False False 2,643
20 1.3675 1.2530 0.1145 8.9% 0.0156 1.2% 24% False False 1,826
40 1.3812 1.2530 0.1282 10.0% 0.0136 1.1% 22% False False 1,173
60 1.3812 1.2530 0.1282 10.0% 0.0108 0.8% 22% False False 799
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 0.0038
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1.4538
2.618 1.3986
1.618 1.3648
1.000 1.3439
0.618 1.3310
HIGH 1.3101
0.618 1.2972
0.500 1.2932
0.382 1.2892
LOW 1.2763
0.618 1.2554
1.000 1.2425
1.618 1.2216
2.618 1.1878
4.250 1.1327
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 1.2932 1.2816
PP 1.2890 1.2812
S1 1.2848 1.2809

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

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