CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 1.2560 1.2358 -0.0202 -1.6% 1.2363
High 1.2560 1.2371 -0.0189 -1.5% 1.2684
Low 1.2360 1.2202 -0.0158 -1.3% 1.2152
Close 1.2415 1.2334 -0.0081 -0.7% 1.2598
Range 0.0200 0.0169 -0.0031 -15.5% 0.0532
ATR 0.0197 0.0199 0.0001 0.6% 0.0000
Volume 5,179 3,050 -2,129 -41.1% 28,879
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 1.2809 1.2741 1.2427
R3 1.2640 1.2572 1.2380
R2 1.2471 1.2471 1.2365
R1 1.2403 1.2403 1.2349 1.2353
PP 1.2302 1.2302 1.2302 1.2277
S1 1.2234 1.2234 1.2319 1.2184
S2 1.2133 1.2133 1.2303
S3 1.1964 1.2065 1.2288
S4 1.1795 1.1896 1.2241
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% 0.0231 1.9% 34% False False 5,522
10 1.2746 1.2152 0.0594 4.8% 0.0213 1.7% 31% False False 4,421
20 1.3341 1.2152 0.1189 9.6% 0.0204 1.7% 15% False False 3,660
40 1.3686 1.2152 0.1534 12.4% 0.0161 1.3% 12% False False 2,259
60 1.3812 1.2152 0.1660 13.5% 0.0135 1.1% 11% False False 1,601
80 1.3940 1.2152 0.1788 14.5% 0.0112 0.9% 10% False False 1,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3089
2.618 1.2813
1.618 1.2644
1.000 1.2540
0.618 1.2475
HIGH 1.2371
0.618 1.2306
0.500 1.2287
0.382 1.2267
LOW 1.2202
0.618 1.2098
1.000 1.2033
1.618 1.1929
2.618 1.1760
4.250 1.1484
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 1.2318 1.2443
PP 1.2302 1.2407
S1 1.2287 1.2370

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

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