CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 1.2172 1.2424 0.0252 2.1% 1.2922
High 1.2425 1.2600 0.0175 1.4% 1.3097
Low 1.2140 1.2297 0.0157 1.3% 1.2355
Close 1.2376 1.2568 0.0192 1.6% 1.2387
Range 0.0285 0.0303 0.0018 6.3% 0.0742
ATR 0.0192 0.0200 0.0008 4.1% 0.0000
Volume 550,193 638,060 87,867 16.0% 2,308,320
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 1.3397 1.3286 1.2735
R3 1.3094 1.2983 1.2651
R2 1.2791 1.2791 1.2624
R1 1.2680 1.2680 1.2596 1.2736
PP 1.2488 1.2488 1.2488 1.2516
S1 1.2377 1.2377 1.2540 1.2433
S2 1.2185 1.2185 1.2512
S3 1.1882 1.2074 1.2485
S4 1.1579 1.1771 1.2401
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.4839 1.4355 1.2795
R3 1.4097 1.3613 1.2591
R2 1.3355 1.3355 1.2523
R1 1.2871 1.2871 1.2455 1.2742
PP 1.2613 1.2613 1.2613 1.2549
S1 1.2129 1.2129 1.2319 1.2000
S2 1.1871 1.1871 1.2251
S3 1.1129 1.1387 1.2183
S4 1.0387 1.0645 1.1979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2600 1.2140 0.0460 3.7% 0.0255 2.0% 93% True False 485,801
10 1.3097 1.2140 0.0957 7.6% 0.0229 1.8% 45% False False 527,753
20 1.3415 1.2140 0.1275 10.1% 0.0207 1.6% 34% False False 479,902
40 1.3694 1.2140 0.1554 12.4% 0.0162 1.3% 28% False False 385,976
60 1.3819 1.2140 0.1679 13.4% 0.0151 1.2% 25% False False 302,807
80 1.4077 1.2140 0.1937 15.4% 0.0149 1.2% 22% False False 227,451
100 1.4569 1.2140 0.2429 19.3% 0.0144 1.1% 18% False False 182,019
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 0.0064
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3888
2.618 1.3393
1.618 1.3090
1.000 1.2903
0.618 1.2787
HIGH 1.2600
0.618 1.2484
0.500 1.2449
0.382 1.2413
LOW 1.2297
0.618 1.2110
1.000 1.1994
1.618 1.1807
2.618 1.1504
4.250 1.1009
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 1.2528 1.2502
PP 1.2488 1.2436
S1 1.2449 1.2370

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

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