CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 1.2293 1.2229 -0.0064 -0.5% 1.2560
High 1.2368 1.2288 -0.0080 -0.6% 1.2560
Low 1.2124 1.2190 0.0066 0.5% 1.2169
Close 1.2271 1.2253 -0.0018 -0.1% 1.2336
Range 0.0244 0.0098 -0.0146 -59.8% 0.0391
ATR 0.0204 0.0196 -0.0008 -3.7% 0.0000
Volume 9,779 11,850 2,071 21.2% 27,464
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2538 1.2493 1.2307
R3 1.2440 1.2395 1.2280
R2 1.2342 1.2342 1.2271
R1 1.2297 1.2297 1.2262 1.2320
PP 1.2244 1.2244 1.2244 1.2255
S1 1.2199 1.2199 1.2244 1.2222
S2 1.2146 1.2146 1.2235
S3 1.2048 1.2101 1.2226
S4 1.1950 1.2003 1.2199
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.3528 1.3323 1.2551
R3 1.3137 1.2932 1.2444
R2 1.2746 1.2746 1.2408
R1 1.2541 1.2541 1.2372 1.2448
PP 1.2355 1.2355 1.2355 1.2309
S1 1.2150 1.2150 1.2300 1.2057
S2 1.1964 1.1964 1.2264
S3 1.1573 1.1759 1.2228
S4 1.1182 1.1368 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2467 1.2124 0.0343 2.8% 0.0194 1.6% 38% False False 8,172
10 1.2684 1.2124 0.0560 4.6% 0.0213 1.7% 23% False False 6,847
20 1.3101 1.2124 0.0977 8.0% 0.0215 1.8% 13% False False 5,252
40 1.3686 1.2124 0.1562 12.7% 0.0169 1.4% 8% False False 3,200
60 1.3812 1.2124 0.1688 13.8% 0.0151 1.2% 8% False False 2,272
80 1.3812 1.2124 0.1688 13.8% 0.0122 1.0% 8% False False 1,715
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.2705
2.618 1.2545
1.618 1.2447
1.000 1.2386
0.618 1.2349
HIGH 1.2288
0.618 1.2251
0.500 1.2239
0.382 1.2227
LOW 1.2190
0.618 1.2129
1.000 1.2092
1.618 1.2031
2.618 1.1933
4.250 1.1774
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 1.2248 1.2296
PP 1.2244 1.2281
S1 1.2239 1.2267

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

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