CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 1.2635 1.2694 0.0059 0.5% 1.2559
High 1.2725 1.2723 -0.0002 0.0% 1.2725
Low 1.2622 1.2609 -0.0013 -0.1% 1.2483
Close 1.2680 1.2646 -0.0034 -0.3% 1.2646
Range 0.0103 0.0114 0.0011 10.7% 0.0242
ATR 0.0159 0.0155 -0.0003 -2.0% 0.0000
Volume 288,348 249,254 -39,094 -13.6% 1,177,193
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3001 1.2938 1.2709
R3 1.2887 1.2824 1.2677
R2 1.2773 1.2773 1.2667
R1 1.2710 1.2710 1.2656 1.2685
PP 1.2659 1.2659 1.2659 1.2647
S1 1.2596 1.2596 1.2636 1.2571
S2 1.2545 1.2545 1.2625
S3 1.2431 1.2482 1.2615
S4 1.2317 1.2368 1.2583
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3344 1.3237 1.2779
R3 1.3102 1.2995 1.2713
R2 1.2860 1.2860 1.2690
R1 1.2753 1.2753 1.2668 1.2807
PP 1.2618 1.2618 1.2618 1.2645
S1 1.2511 1.2511 1.2624 1.2565
S2 1.2376 1.2376 1.2602
S3 1.2134 1.2269 1.2579
S4 1.1892 1.2027 1.2513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2725 1.2483 0.0242 1.9% 0.0129 1.0% 67% False False 331,595
10 1.2725 1.2157 0.0568 4.5% 0.0155 1.2% 86% False False 322,705
20 1.2725 1.2054 0.0671 5.3% 0.0145 1.1% 88% False False 299,017
40 1.2725 1.1884 0.0841 6.7% 0.0172 1.4% 91% False False 159,501
60 1.3665 1.1884 0.1781 14.1% 0.0168 1.3% 43% False False 107,040
80 1.3738 1.1884 0.1854 14.7% 0.0155 1.2% 41% False False 80,410
100 1.3812 1.1884 0.1928 15.2% 0.0135 1.1% 40% False False 64,347
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3208
2.618 1.3021
1.618 1.2907
1.000 1.2837
0.618 1.2793
HIGH 1.2723
0.618 1.2679
0.500 1.2666
0.382 1.2653
LOW 1.2609
0.618 1.2539
1.000 1.2495
1.618 1.2425
2.618 1.2311
4.250 1.2125
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 1.2666 1.2644
PP 1.2659 1.2642
S1 1.2653 1.2641

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

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