CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 1.2481 1.2560 0.0079 0.6% 1.2363
High 1.2684 1.2560 -0.0124 -1.0% 1.2684
Low 1.2476 1.2360 -0.0116 -0.9% 1.2152
Close 1.2598 1.2415 -0.0183 -1.5% 1.2598
Range 0.0208 0.0200 -0.0008 -3.8% 0.0532
ATR 0.0194 0.0197 0.0003 1.6% 0.0000
Volume 5,227 5,179 -48 -0.9% 28,879
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 1.3045 1.2930 1.2525
R3 1.2845 1.2730 1.2470
R2 1.2645 1.2645 1.2452
R1 1.2530 1.2530 1.2433 1.2488
PP 1.2445 1.2445 1.2445 1.2424
S1 1.2330 1.2330 1.2397 1.2288
S2 1.2245 1.2245 1.2378
S3 1.2045 1.2130 1.2360
S4 1.1845 1.1930 1.2305
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.4074 1.3868 1.2891
R3 1.3542 1.3336 1.2744
R2 1.3010 1.3010 1.2696
R1 1.2804 1.2804 1.2647 1.2907
PP 1.2478 1.2478 1.2478 1.2530
S1 1.2272 1.2272 1.2549 1.2375
S2 1.1946 1.1946 1.2500
S3 1.1414 1.1740 1.2452
S4 1.0882 1.1208 1.2305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2684 1.2152 0.0532 4.3% 0.0254 2.0% 49% False False 5,812
10 1.2799 1.2152 0.0647 5.2% 0.0210 1.7% 41% False False 4,539
20 1.3415 1.2152 0.1263 10.2% 0.0208 1.7% 21% False False 3,591
40 1.3686 1.2152 0.1534 12.4% 0.0160 1.3% 17% False False 2,187
60 1.3812 1.2152 0.1660 13.4% 0.0135 1.1% 16% False False 1,550
80 1.3940 1.2152 0.1788 14.4% 0.0110 0.9% 15% False False 1,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3410
2.618 1.3084
1.618 1.2884
1.000 1.2760
0.618 1.2684
HIGH 1.2560
0.618 1.2484
0.500 1.2460
0.382 1.2436
LOW 1.2360
0.618 1.2236
1.000 1.2160
1.618 1.2036
2.618 1.1836
4.250 1.1510
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 1.2460 1.2496
PP 1.2445 1.2469
S1 1.2430 1.2442

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

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