CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 1.2439 1.2330 -0.0109 -0.9% 1.2128
High 1.2477 1.2362 -0.0115 -0.9% 1.2426
Low 1.2311 1.2258 -0.0053 -0.4% 1.2124
Close 1.2328 1.2273 -0.0055 -0.4% 1.2371
Range 0.0166 0.0104 -0.0062 -37.3% 0.0302
ATR 0.0168 0.0164 -0.0005 -2.7% 0.0000
Volume 189,830 257,962 68,132 35.9% 1,476,303
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2610 1.2545 1.2330
R3 1.2506 1.2441 1.2302
R2 1.2402 1.2402 1.2292
R1 1.2337 1.2337 1.2283 1.2318
PP 1.2298 1.2298 1.2298 1.2288
S1 1.2233 1.2233 1.2263 1.2214
S2 1.2194 1.2194 1.2254
S3 1.2090 1.2129 1.2244
S4 1.1986 1.2025 1.2216
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.3213 1.3094 1.2537
R3 1.2911 1.2792 1.2454
R2 1.2609 1.2609 1.2426
R1 1.2490 1.2490 1.2399 1.2550
PP 1.2307 1.2307 1.2307 1.2337
S1 1.2188 1.2188 1.2343 1.2248
S2 1.2005 1.2005 1.2316
S3 1.1703 1.1886 1.2288
S4 1.1401 1.1584 1.2205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2477 1.2251 0.0226 1.8% 0.0121 1.0% 10% False False 270,410
10 1.2477 1.1933 0.0544 4.4% 0.0142 1.2% 63% False False 236,277
20 1.2477 1.1884 0.0593 4.8% 0.0161 1.3% 66% False False 125,966
40 1.3415 1.1884 0.1531 12.5% 0.0184 1.5% 25% False False 64,778
60 1.3686 1.1884 0.1802 14.7% 0.0160 1.3% 22% False False 43,447
80 1.3812 1.1884 0.1928 15.7% 0.0142 1.2% 20% False False 32,654
100 1.3940 1.1884 0.2056 16.8% 0.0120 1.0% 19% False False 26,127
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2804
2.618 1.2634
1.618 1.2530
1.000 1.2466
0.618 1.2426
HIGH 1.2362
0.618 1.2322
0.500 1.2310
0.382 1.2298
LOW 1.2258
0.618 1.2194
1.000 1.2154
1.618 1.2090
2.618 1.1986
4.250 1.1816
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 1.2310 1.2368
PP 1.2298 1.2336
S1 1.2285 1.2305

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

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