CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 1.2826 1.2763 -0.0063 -0.5% 1.3284
High 1.2906 1.2871 -0.0035 -0.3% 1.3307
Low 1.2749 1.2732 -0.0017 -0.1% 1.2749
Close 1.2752 1.2807 0.0055 0.4% 1.2752
Range 0.0157 0.0139 -0.0018 -11.5% 0.0558
ATR 0.0153 0.0152 -0.0001 -0.7% 0.0000
Volume 280,863 237,125 -43,738 -15.6% 1,163,562
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3220 1.3153 1.2883
R3 1.3081 1.3014 1.2845
R2 1.2942 1.2942 1.2832
R1 1.2875 1.2875 1.2820 1.2909
PP 1.2803 1.2803 1.2803 1.2820
S1 1.2736 1.2736 1.2794 1.2770
S2 1.2664 1.2664 1.2782
S3 1.2525 1.2597 1.2769
S4 1.2386 1.2458 1.2731
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.4610 1.4239 1.3059
R3 1.4052 1.3681 1.2905
R2 1.3494 1.3494 1.2854
R1 1.3123 1.3123 1.2803 1.3030
PP 1.2936 1.2936 1.2936 1.2889
S1 1.2565 1.2565 1.2701 1.2472
S2 1.2378 1.2378 1.2650
S3 1.1820 1.2007 1.2599
S4 1.1262 1.1449 1.2445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3230 1.2732 0.0498 3.9% 0.0187 1.5% 15% False True 247,335
10 1.3333 1.2732 0.0601 4.7% 0.0155 1.2% 12% False True 242,145
20 1.3333 1.2731 0.0602 4.7% 0.0148 1.2% 13% False False 255,103
40 1.3333 1.2157 0.1176 9.2% 0.0149 1.2% 55% False False 275,698
60 1.3333 1.1884 0.1449 11.3% 0.0155 1.2% 64% False False 218,497
80 1.3415 1.1884 0.1531 12.0% 0.0167 1.3% 60% False False 164,695
100 1.3686 1.1884 0.1802 14.1% 0.0155 1.2% 51% False False 131,879
120 1.3812 1.1884 0.1928 15.1% 0.0143 1.1% 48% False False 109,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3462
2.618 1.3235
1.618 1.3096
1.000 1.3010
0.618 1.2957
HIGH 1.2871
0.618 1.2818
0.500 1.2802
0.382 1.2785
LOW 1.2732
0.618 1.2646
1.000 1.2593
1.618 1.2507
2.618 1.2368
4.250 1.2141
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 1.2805 1.2832
PP 1.2803 1.2824
S1 1.2802 1.2815

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

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