CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 1.2742 1.2931 0.0189 1.5% 1.2640
High 1.2967 1.3006 0.0039 0.3% 1.3006
Low 1.2708 1.2889 0.0181 1.4% 1.2524
Close 1.2895 1.2943 0.0048 0.4% 1.2943
Range 0.0259 0.0117 -0.0142 -54.8% 0.0482
ATR 0.0159 0.0156 -0.0003 -1.9% 0.0000
Volume 255,092 341,871 86,779 34.0% 1,366,361
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3297 1.3237 1.3007
R3 1.3180 1.3120 1.2975
R2 1.3063 1.3063 1.2964
R1 1.3003 1.3003 1.2954 1.3033
PP 1.2946 1.2946 1.2946 1.2961
S1 1.2886 1.2886 1.2932 1.2916
S2 1.2829 1.2829 1.2922
S3 1.2712 1.2769 1.2911
S4 1.2595 1.2652 1.2879
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.4270 1.4089 1.3208
R3 1.3788 1.3607 1.3076
R2 1.3306 1.3306 1.3031
R1 1.3125 1.3125 1.2987 1.3216
PP 1.2824 1.2824 1.2824 1.2870
S1 1.2643 1.2643 1.2899 1.2734
S2 1.2342 1.2342 1.2855
S3 1.1860 1.2161 1.2810
S4 1.1378 1.1679 1.2678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3006 1.2524 0.0482 3.7% 0.0157 1.2% 87% True False 273,272
10 1.3006 1.2483 0.0523 4.0% 0.0143 1.1% 88% True False 302,433
20 1.3006 1.2157 0.0849 6.6% 0.0146 1.1% 93% True False 297,655
40 1.3006 1.1884 0.1122 8.7% 0.0163 1.3% 94% True False 193,121
60 1.3419 1.1884 0.1535 11.9% 0.0174 1.3% 69% False False 129,743
80 1.3686 1.1884 0.1802 13.9% 0.0157 1.2% 59% False False 97,458
100 1.3812 1.1884 0.1928 14.9% 0.0141 1.1% 55% False False 78,008
120 1.4019 1.1884 0.2135 16.5% 0.0122 0.9% 50% False False 65,009
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3503
2.618 1.3312
1.618 1.3195
1.000 1.3123
0.618 1.3078
HIGH 1.3006
0.618 1.2961
0.500 1.2948
0.382 1.2934
LOW 1.2889
0.618 1.2817
1.000 1.2772
1.618 1.2700
2.618 1.2583
4.250 1.2392
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 1.2948 1.2910
PP 1.2946 1.2877
S1 1.2945 1.2844

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

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