CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 1.2118 1.2128 0.0010 0.1% 1.1961
High 1.2164 1.2309 0.0145 1.2% 1.2164
Low 1.2054 1.2124 0.0070 0.6% 1.1884
Close 1.2084 1.2251 0.0167 1.4% 1.2084
Range 0.0110 0.0185 0.0075 68.2% 0.0280
ATR 0.0179 0.0183 0.0003 1.8% 0.0000
Volume 234,182 266,377 32,195 13.7% 522,343
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2783 1.2702 1.2353
R3 1.2598 1.2517 1.2302
R2 1.2413 1.2413 1.2285
R1 1.2332 1.2332 1.2268 1.2373
PP 1.2228 1.2228 1.2228 1.2248
S1 1.2147 1.2147 1.2234 1.2188
S2 1.2043 1.2043 1.2217
S3 1.1858 1.1962 1.2200
S4 1.1673 1.1777 1.2149
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2884 1.2764 1.2238
R3 1.2604 1.2484 1.2161
R2 1.2324 1.2324 1.2135
R1 1.2204 1.2204 1.2110 1.2264
PP 1.2044 1.2044 1.2044 1.2074
S1 1.1924 1.1924 1.2058 1.1984
S2 1.1764 1.1764 1.2033
S3 1.1484 1.1644 1.2007
S4 1.1204 1.1364 1.1930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2309 1.1913 0.0396 3.2% 0.0148 1.2% 85% True False 151,048
10 1.2368 1.1884 0.0484 4.0% 0.0163 1.3% 76% False False 83,932
20 1.2684 1.1884 0.0800 6.5% 0.0194 1.6% 46% False False 44,783
40 1.3516 1.1884 0.1632 13.3% 0.0182 1.5% 22% False False 23,510
60 1.3686 1.1884 0.1802 14.7% 0.0158 1.3% 20% False False 15,855
80 1.3812 1.1884 0.1928 15.7% 0.0136 1.1% 19% False False 11,936
100 1.4136 1.1884 0.2252 18.4% 0.0112 0.9% 16% False False 9,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3095
2.618 1.2793
1.618 1.2608
1.000 1.2494
0.618 1.2423
HIGH 1.2309
0.618 1.2238
0.500 1.2217
0.382 1.2195
LOW 1.2124
0.618 1.2010
1.000 1.1939
1.618 1.1825
2.618 1.1640
4.250 1.1338
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 1.2240 1.2213
PP 1.2228 1.2175
S1 1.2217 1.2138

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

View Archives - Comment on this page... - Back to Index of Symbols