CME Euro FX (E) Future September 2010


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Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 1.2947 1.2890 -0.0057 -0.4% 1.2640
High 1.3029 1.2912 -0.0117 -0.9% 1.3006
Low 1.2838 1.2731 -0.0107 -0.8% 1.2524
Close 1.2893 1.2743 -0.0150 -1.2% 1.2943
Range 0.0191 0.0181 -0.0010 -5.2% 0.0482
ATR 0.0156 0.0158 0.0002 1.1% 0.0000
Volume 226,230 285,869 59,639 26.4% 1,366,361
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3338 1.3222 1.2843
R3 1.3157 1.3041 1.2793
R2 1.2976 1.2976 1.2776
R1 1.2860 1.2860 1.2760 1.2828
PP 1.2795 1.2795 1.2795 1.2779
S1 1.2679 1.2679 1.2726 1.2647
S2 1.2614 1.2614 1.2710
S3 1.2433 1.2498 1.2693
S4 1.2252 1.2317 1.2643
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 1.3029 1.2708 0.0321 2.5% 0.0174 1.4% 11% False False 279,741
10 1.3029 1.2524 0.0505 4.0% 0.0150 1.2% 43% False False 270,570
20 1.3029 1.2157 0.0872 6.8% 0.0154 1.2% 67% False False 299,508
40 1.3029 1.1884 0.1145 9.0% 0.0158 1.2% 75% False False 212,737
60 1.3415 1.1884 0.1531 12.0% 0.0174 1.4% 56% False False 143,022
80 1.3686 1.1884 0.1802 14.1% 0.0159 1.2% 48% False False 107,462
100 1.3812 1.1884 0.1928 15.1% 0.0144 1.1% 45% False False 86,025
120 1.3940 1.1884 0.2056 16.1% 0.0126 1.0% 42% False False 71,690
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 0.0038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3386
1.618 1.3205
1.000 1.3093
0.618 1.3024
HIGH 1.2912
0.618 1.2843
0.500 1.2822
0.382 1.2800
LOW 1.2731
0.618 1.2619
1.000 1.2550
1.618 1.2438
2.618 1.2257
4.250 1.1962
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 1.2822 1.2880
PP 1.2795 1.2834
S1 1.2769 1.2789

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

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