CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 1.3156 1.3185 0.0029 0.2% 1.3060
High 1.3235 1.3333 0.0098 0.7% 1.3333
Low 1.3118 1.3156 0.0038 0.3% 1.3054
Close 1.3175 1.3274 0.0099 0.8% 1.3274
Range 0.0117 0.0177 0.0060 51.3% 0.0279
ATR 0.0138 0.0141 0.0003 2.0% 0.0000
Volume 240,602 284,316 43,714 18.2% 1,305,826
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3785 1.3707 1.3371
R3 1.3608 1.3530 1.3323
R2 1.3431 1.3431 1.3306
R1 1.3353 1.3353 1.3290 1.3392
PP 1.3254 1.3254 1.3254 1.3274
S1 1.3176 1.3176 1.3258 1.3215
S2 1.3077 1.3077 1.3242
S3 1.2900 1.2999 1.3225
S4 1.2723 1.2822 1.3177
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.4057 1.3945 1.3427
R3 1.3778 1.3666 1.3351
R2 1.3499 1.3499 1.3325
R1 1.3387 1.3387 1.3300 1.3443
PP 1.3220 1.3220 1.3220 1.3249
S1 1.3108 1.3108 1.3248 1.3164
S2 1.2941 1.2941 1.3223
S3 1.2662 1.2829 1.3197
S4 1.2383 1.2550 1.3121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3333 1.3054 0.0279 2.1% 0.0132 1.0% 79% True False 261,165
10 1.3333 1.2876 0.0457 3.4% 0.0119 0.9% 87% True False 263,208
20 1.3333 1.2524 0.0809 6.1% 0.0142 1.1% 93% True False 267,868
40 1.3333 1.2054 0.1279 9.6% 0.0143 1.1% 95% True False 283,443
60 1.3333 1.1884 0.1449 10.9% 0.0162 1.2% 96% True False 195,623
80 1.3665 1.1884 0.1781 13.4% 0.0162 1.2% 78% False False 147,247
100 1.3738 1.1884 0.1854 14.0% 0.0152 1.1% 75% False False 117,902
120 1.3812 1.1884 0.1928 14.5% 0.0136 1.0% 72% False False 98,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4085
2.618 1.3796
1.618 1.3619
1.000 1.3510
0.618 1.3442
HIGH 1.3333
0.618 1.3265
0.500 1.3245
0.382 1.3224
LOW 1.3156
0.618 1.3047
1.000 1.2979
1.618 1.2870
2.618 1.2693
4.250 1.2404
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 1.3264 1.3258
PP 1.3254 1.3242
S1 1.3245 1.3226

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

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