CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 1.2239 1.2519 0.0280 2.3% 1.2384
High 1.2545 1.2617 0.0072 0.6% 1.2617
Low 1.2197 1.2486 0.0289 2.4% 1.2157
Close 1.2481 1.2557 0.0076 0.6% 1.2557
Range 0.0348 0.0131 -0.0217 -62.4% 0.0460
ATR 0.0168 0.0166 -0.0002 -1.4% 0.0000
Volume 345,791 480,784 134,993 39.0% 1,706,731
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2946 1.2883 1.2629
R3 1.2815 1.2752 1.2593
R2 1.2684 1.2684 1.2581
R1 1.2621 1.2621 1.2569 1.2653
PP 1.2553 1.2553 1.2553 1.2569
S1 1.2490 1.2490 1.2545 1.2522
S2 1.2422 1.2422 1.2533
S3 1.2291 1.2359 1.2521
S4 1.2160 1.2228 1.2485
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3824 1.3650 1.2810
R3 1.3364 1.3190 1.2684
R2 1.2904 1.2904 1.2641
R1 1.2730 1.2730 1.2599 1.2817
PP 1.2444 1.2444 1.2444 1.2487
S1 1.2270 1.2270 1.2515 1.2357
S2 1.1984 1.1984 1.2473
S3 1.1524 1.1810 1.2431
S4 1.1064 1.1350 1.2304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2617 1.2157 0.0460 3.7% 0.0178 1.4% 87% True False 341,346
10 1.2617 1.2157 0.0460 3.7% 0.0157 1.2% 87% True False 309,267
20 1.2617 1.1884 0.0733 5.8% 0.0147 1.2% 92% True False 254,565
40 1.3101 1.1884 0.1217 9.7% 0.0179 1.4% 55% False False 130,436
60 1.3686 1.1884 0.1802 14.4% 0.0167 1.3% 37% False False 87,456
80 1.3812 1.1884 0.1928 15.4% 0.0154 1.2% 35% False False 65,707
100 1.3812 1.1884 0.1928 15.4% 0.0131 1.0% 35% False False 52,575
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3174
2.618 1.2960
1.618 1.2829
1.000 1.2748
0.618 1.2698
HIGH 1.2617
0.618 1.2567
0.500 1.2552
0.382 1.2536
LOW 1.2486
0.618 1.2405
1.000 1.2355
1.618 1.2274
2.618 1.2143
4.250 1.1929
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 1.2555 1.2503
PP 1.2553 1.2449
S1 1.2552 1.2395

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

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