CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 1.2640 1.2592 -0.0048 -0.4% 1.2559
High 1.2649 1.2740 0.0091 0.7% 1.2725
Low 1.2552 1.2524 -0.0028 -0.2% 1.2483
Close 1.2597 1.2702 0.0105 0.8% 1.2646
Range 0.0097 0.0216 0.0119 122.7% 0.0242
ATR 0.0151 0.0156 0.0005 3.1% 0.0000
Volume 247,622 184,312 -63,310 -25.6% 1,177,193
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3303 1.3219 1.2821
R3 1.3087 1.3003 1.2761
R2 1.2871 1.2871 1.2742
R1 1.2787 1.2787 1.2722 1.2829
PP 1.2655 1.2655 1.2655 1.2677
S1 1.2571 1.2571 1.2682 1.2613
S2 1.2439 1.2439 1.2662
S3 1.2223 1.2355 1.2643
S4 1.2007 1.2139 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 1.2740 1.2524 0.0216 1.7% 0.0128 1.0% 82% True True 265,899
10 1.2740 1.2157 0.0583 4.6% 0.0158 1.2% 93% True False 301,664
20 1.2740 1.2157 0.0583 4.6% 0.0146 1.1% 93% True False 295,586
40 1.2740 1.1884 0.0856 6.7% 0.0170 1.3% 96% True False 170,184
60 1.3516 1.1884 0.1632 12.8% 0.0170 1.3% 50% False False 114,202
80 1.3686 1.1884 0.1802 14.2% 0.0155 1.2% 45% False False 85,788
100 1.3812 1.1884 0.1928 15.2% 0.0138 1.1% 42% False False 68,666
120 1.4136 1.1884 0.2252 17.7% 0.0118 0.9% 36% False False 57,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3658
2.618 1.3305
1.618 1.3089
1.000 1.2956
0.618 1.2873
HIGH 1.2740
0.618 1.2657
0.500 1.2632
0.382 1.2607
LOW 1.2524
0.618 1.2391
1.000 1.2308
1.618 1.2175
2.618 1.1959
4.250 1.1606
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 1.2679 1.2679
PP 1.2655 1.2655
S1 1.2632 1.2632

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

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