CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 1.2388 1.2184 -0.0204 -1.6% 1.2363
High 1.2388 1.2408 0.0020 0.2% 1.2684
Low 1.2186 1.2169 -0.0017 -0.1% 1.2152
Close 1.2216 1.2391 0.0175 1.4% 1.2598
Range 0.0202 0.0239 0.0037 18.3% 0.0532
ATR 0.0199 0.0202 0.0003 1.4% 0.0000
Volume 4,702 5,058 356 7.6% 28,879
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 1.3040 1.2954 1.2522
R3 1.2801 1.2715 1.2457
R2 1.2562 1.2562 1.2435
R1 1.2476 1.2476 1.2413 1.2519
PP 1.2323 1.2323 1.2323 1.2344
S1 1.2237 1.2237 1.2369 1.2280
S2 1.2084 1.2084 1.2347
S3 1.1845 1.1998 1.2325
S4 1.1606 1.1759 1.2260
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 1.2169 0.0515 4.2% 0.0204 1.6% 43% False True 4,643
10 1.2684 1.2152 0.0532 4.3% 0.0228 1.8% 45% False False 4,922
20 1.3341 1.2152 0.1189 9.6% 0.0214 1.7% 20% False False 3,877
40 1.3686 1.2152 0.1534 12.4% 0.0164 1.3% 16% False False 2,467
60 1.3812 1.2152 0.1660 13.4% 0.0142 1.1% 14% False False 1,757
80 1.3812 1.2152 0.1660 13.4% 0.0117 0.9% 14% False False 1,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3424
2.618 1.3034
1.618 1.2795
1.000 1.2647
0.618 1.2556
HIGH 1.2408
0.618 1.2317
0.500 1.2289
0.382 1.2260
LOW 1.2169
0.618 1.2021
1.000 1.1930
1.618 1.1782
2.618 1.1543
4.250 1.1153
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 1.2357 1.2357
PP 1.2323 1.2323
S1 1.2289 1.2289

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

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