CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 1.2714 1.2765 0.0051 0.4% 1.2708
High 1.2780 1.2766 -0.0014 -0.1% 1.2780
Low 1.2675 1.2658 -0.0017 -0.1% 1.2587
Close 1.2731 1.2666 -0.0065 -0.5% 1.2731
Range 0.0105 0.0108 0.0003 2.9% 0.0193
ATR 0.0136 0.0134 -0.0002 -1.5% 0.0000
Volume 311,806 183,881 -127,925 -41.0% 1,597,952
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3021 1.2951 1.2725
R3 1.2913 1.2843 1.2696
R2 1.2805 1.2805 1.2686
R1 1.2735 1.2735 1.2676 1.2716
PP 1.2697 1.2697 1.2697 1.2687
S1 1.2627 1.2627 1.2656 1.2608
S2 1.2589 1.2589 1.2646
S3 1.2481 1.2519 1.2636
S4 1.2373 1.2411 1.2607
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3278 1.3198 1.2837
R3 1.3085 1.3005 1.2784
R2 1.2892 1.2892 1.2766
R1 1.2812 1.2812 1.2749 1.2852
PP 1.2699 1.2699 1.2699 1.2720
S1 1.2619 1.2619 1.2713 1.2659
S2 1.2506 1.2506 1.2696
S3 1.2313 1.2426 1.2678
S4 1.2120 1.2233 1.2625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2780 1.2587 0.0193 1.5% 0.0116 0.9% 41% False False 307,442
10 1.2922 1.2587 0.0335 2.6% 0.0118 0.9% 24% False False 300,582
20 1.3333 1.2587 0.0746 5.9% 0.0136 1.1% 11% False False 271,363
40 1.3333 1.2483 0.0850 6.7% 0.0139 1.1% 22% False False 273,527
60 1.3333 1.1884 0.1449 11.4% 0.0142 1.1% 54% False False 267,206
80 1.3333 1.1884 0.1449 11.4% 0.0159 1.3% 54% False False 201,981
100 1.3686 1.1884 0.1802 14.2% 0.0156 1.2% 43% False False 161,884
120 1.3812 1.1884 0.1928 15.2% 0.0149 1.2% 41% False False 134,980
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3225
2.618 1.3049
1.618 1.2941
1.000 1.2874
0.618 1.2833
HIGH 1.2766
0.618 1.2725
0.500 1.2712
0.382 1.2699
LOW 1.2658
0.618 1.2591
1.000 1.2550
1.618 1.2483
2.618 1.2375
4.250 1.2199
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 1.2712 1.2715
PP 1.2697 1.2699
S1 1.2681 1.2682

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

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