CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 1.2988 1.3077 0.0089 0.7% 1.2896
High 1.3106 1.3094 -0.0012 -0.1% 1.3106
Low 1.2977 1.2980 0.0003 0.0% 1.2876
Close 1.3076 1.3054 -0.0022 -0.2% 1.3054
Range 0.0129 0.0114 -0.0015 -11.6% 0.0230
ATR 0.0147 0.0145 -0.0002 -1.6% 0.0000
Volume 219,732 251,094 31,362 14.3% 1,326,259
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3385 1.3333 1.3117
R3 1.3271 1.3219 1.3085
R2 1.3157 1.3157 1.3075
R1 1.3105 1.3105 1.3064 1.3074
PP 1.3043 1.3043 1.3043 1.3027
S1 1.2991 1.2991 1.3044 1.2960
S2 1.2929 1.2929 1.3033
S3 1.2815 1.2877 1.3023
S4 1.2701 1.2763 1.2991
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3702 1.3608 1.3181
R3 1.3472 1.3378 1.3117
R2 1.3242 1.3242 1.3096
R1 1.3148 1.3148 1.3075 1.3195
PP 1.3012 1.3012 1.3012 1.3036
S1 1.2918 1.2918 1.3033 1.2965
S2 1.2782 1.2782 1.3012
S3 1.2552 1.2688 1.2991
S4 1.2322 1.2458 1.2928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3106 1.2876 0.0230 1.8% 0.0106 0.8% 77% False False 265,251
10 1.3106 1.2731 0.0375 2.9% 0.0139 1.1% 86% False False 268,519
20 1.3106 1.2483 0.0623 4.8% 0.0141 1.1% 92% False False 285,476
40 1.3106 1.1884 0.1222 9.4% 0.0147 1.1% 96% False False 258,508
60 1.3106 1.1884 0.1222 9.4% 0.0170 1.3% 96% False False 174,178
80 1.3686 1.1884 0.1802 13.8% 0.0160 1.2% 65% False False 130,957
100 1.3812 1.1884 0.1928 14.8% 0.0150 1.1% 61% False False 104,853
120 1.3812 1.1884 0.1928 14.8% 0.0132 1.0% 61% False False 87,385
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3579
2.618 1.3392
1.618 1.3278
1.000 1.3208
0.618 1.3164
HIGH 1.3094
0.618 1.3050
0.500 1.3037
0.382 1.3024
LOW 1.2980
0.618 1.2910
1.000 1.2866
1.618 1.2796
2.618 1.2682
4.250 1.2496
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 1.3048 1.3048
PP 1.3043 1.3043
S1 1.3037 1.3037

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

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