CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 1.3489 1.3404 -0.0085 -0.6% 1.3480
High 1.3495 1.3404 -0.0091 -0.7% 1.3590
Low 1.3355 1.3327 -0.0028 -0.2% 1.3385
Close 1.3392 1.3370 -0.0022 -0.2% 1.3484
Range 0.0140 0.0077 -0.0063 -45.0% 0.0205
ATR 0.0108 0.0106 -0.0002 -2.0% 0.0000
Volume 502 470 -32 -6.4% 3,064
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3598 1.3561 1.3412
R3 1.3521 1.3484 1.3391
R2 1.3444 1.3444 1.3384
R1 1.3407 1.3407 1.3377 1.3387
PP 1.3367 1.3367 1.3367 1.3357
S1 1.3330 1.3330 1.3363 1.3310
S2 1.3290 1.3290 1.3356
S3 1.3213 1.3253 1.3349
S4 1.3136 1.3176 1.3328
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4101 1.3998 1.3597
R3 1.3896 1.3793 1.3540
R2 1.3691 1.3691 1.3522
R1 1.3588 1.3588 1.3503 1.3640
PP 1.3486 1.3486 1.3486 1.3512
S1 1.3383 1.3383 1.3465 1.3435
S2 1.3281 1.3281 1.3446
S3 1.3076 1.3178 1.3428
S4 1.2871 1.2973 1.3371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3590 1.3327 0.0263 2.0% 0.0107 0.8% 16% False True 675
10 1.3590 1.3268 0.0322 2.4% 0.0116 0.9% 32% False False 529
20 1.3812 1.3268 0.0544 4.1% 0.0112 0.8% 19% False False 438
40 1.3812 1.3268 0.0544 4.1% 0.0076 0.6% 19% False False 243
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3731
2.618 1.3606
1.618 1.3529
1.000 1.3481
0.618 1.3452
HIGH 1.3404
0.618 1.3375
0.500 1.3366
0.382 1.3356
LOW 1.3327
0.618 1.3279
1.000 1.3250
1.618 1.3202
2.618 1.3125
4.250 1.3000
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 1.3369 1.3431
PP 1.3367 1.3411
S1 1.3366 1.3390

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

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