CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1.2708 1.2650 -0.0058 -0.5% 1.2763
High 1.2730 1.2719 -0.0011 -0.1% 1.2922
Low 1.2646 1.2587 -0.0059 -0.5% 1.2663
Close 1.2680 1.2672 -0.0008 -0.1% 1.2709
Range 0.0084 0.0132 0.0048 57.1% 0.0259
ATR 0.0142 0.0142 -0.0001 -0.5% 0.0000
Volume 244,623 376,979 132,356 54.1% 1,461,115
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3055 1.2996 1.2745
R3 1.2923 1.2864 1.2708
R2 1.2791 1.2791 1.2696
R1 1.2732 1.2732 1.2684 1.2762
PP 1.2659 1.2659 1.2659 1.2674
S1 1.2600 1.2600 1.2660 1.2630
S2 1.2527 1.2527 1.2648
S3 1.2395 1.2468 1.2636
S4 1.2263 1.2336 1.2599
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3542 1.3384 1.2851
R3 1.3283 1.3125 1.2780
R2 1.3024 1.3024 1.2756
R1 1.2866 1.2866 1.2733 1.2816
PP 1.2765 1.2765 1.2765 1.2739
S1 1.2607 1.2607 1.2685 1.2557
S2 1.2506 1.2506 1.2662
S3 1.2247 1.2348 1.2638
S4 1.1988 1.2089 1.2567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2922 1.2587 0.0335 2.6% 0.0124 1.0% 25% False True 310,067
10 1.3186 1.2587 0.0599 4.7% 0.0151 1.2% 14% False True 278,081
20 1.3333 1.2587 0.0746 5.9% 0.0136 1.1% 11% False True 265,029
40 1.3333 1.2157 0.1176 9.3% 0.0147 1.2% 44% False False 279,709
60 1.3333 1.1884 0.1449 11.4% 0.0147 1.2% 54% False False 248,712
80 1.3334 1.1884 0.1450 11.4% 0.0165 1.3% 54% False False 187,602
100 1.3686 1.1884 0.1802 14.2% 0.0155 1.2% 44% False False 150,299
120 1.3812 1.1884 0.1928 15.2% 0.0146 1.2% 41% False False 125,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3280
2.618 1.3065
1.618 1.2933
1.000 1.2851
0.618 1.2801
HIGH 1.2719
0.618 1.2669
0.500 1.2653
0.382 1.2637
LOW 1.2587
0.618 1.2505
1.000 1.2455
1.618 1.2373
2.618 1.2241
4.250 1.2026
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1.2666 1.2711
PP 1.2659 1.2698
S1 1.2653 1.2685

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

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