CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 1.3225 1.3177 -0.0048 -0.4% 1.3060
High 1.3230 1.3186 -0.0044 -0.3% 1.3333
Low 1.3073 1.2859 -0.0214 -1.6% 1.3054
Close 1.3197 1.2878 -0.0319 -2.4% 1.3274
Range 0.0157 0.0327 0.0170 108.3% 0.0279
ATR 0.0139 0.0153 0.0014 10.2% 0.0000
Volume 301,457 417,234 115,777 38.4% 1,305,826
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3955 1.3744 1.3058
R3 1.3628 1.3417 1.2968
R2 1.3301 1.3301 1.2938
R1 1.3090 1.3090 1.2908 1.3032
PP 1.2974 1.2974 1.2974 1.2946
S1 1.2763 1.2763 1.2848 1.2705
S2 1.2647 1.2647 1.2818
S3 1.2320 1.2436 1.2788
S4 1.1993 1.2109 1.2698
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 1.2859 0.0474 3.7% 0.0174 1.4% 4% False True 281,523
10 1.3333 1.2859 0.0474 3.7% 0.0148 1.1% 4% False True 265,935
20 1.3333 1.2708 0.0625 4.9% 0.0150 1.2% 27% False False 273,533
40 1.3333 1.2157 0.1176 9.1% 0.0146 1.1% 61% False False 285,355
60 1.3333 1.1884 0.1449 11.3% 0.0162 1.3% 69% False False 210,175
80 1.3516 1.1884 0.1632 12.7% 0.0165 1.3% 61% False False 158,240
100 1.3686 1.1884 0.1802 14.0% 0.0154 1.2% 55% False False 126,708
120 1.3812 1.1884 0.1928 15.0% 0.0141 1.1% 52% False False 105,621
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 0.0018
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.4576
2.618 1.4042
1.618 1.3715
1.000 1.3513
0.618 1.3388
HIGH 1.3186
0.618 1.3061
0.500 1.3023
0.382 1.2984
LOW 1.2859
0.618 1.2657
1.000 1.2532
1.618 1.2330
2.618 1.2003
4.250 1.1469
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 1.3023 1.3083
PP 1.2974 1.3015
S1 1.2926 1.2946

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

View Archives - Comment on this page... - Back to Index of Symbols