CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 1.3404 1.3335 -0.0069 -0.5% 1.3480
High 1.3404 1.3359 -0.0045 -0.3% 1.3590
Low 1.3327 1.3285 -0.0042 -0.3% 1.3385
Close 1.3370 1.3349 -0.0021 -0.2% 1.3484
Range 0.0077 0.0074 -0.0003 -3.9% 0.0205
ATR 0.0106 0.0104 -0.0001 -1.4% 0.0000
Volume 470 449 -21 -4.5% 3,064
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3553 1.3525 1.3390
R3 1.3479 1.3451 1.3369
R2 1.3405 1.3405 1.3363
R1 1.3377 1.3377 1.3356 1.3391
PP 1.3331 1.3331 1.3331 1.3338
S1 1.3303 1.3303 1.3342 1.3317
S2 1.3257 1.3257 1.3335
S3 1.3183 1.3229 1.3329
S4 1.3109 1.3155 1.3308
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 1.3285 0.0305 2.3% 0.0096 0.7% 21% False True 543
10 1.3590 1.3272 0.0318 2.4% 0.0112 0.8% 24% False False 527
20 1.3812 1.3268 0.0544 4.1% 0.0115 0.9% 15% False False 460
40 1.3812 1.3268 0.0544 4.1% 0.0078 0.6% 15% False False 254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.3674
2.618 1.3553
1.618 1.3479
1.000 1.3433
0.618 1.3405
HIGH 1.3359
0.618 1.3331
0.500 1.3322
0.382 1.3313
LOW 1.3285
0.618 1.3239
1.000 1.3211
1.618 1.3165
2.618 1.3091
4.250 1.2971
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 1.3340 1.3390
PP 1.3331 1.3376
S1 1.3322 1.3363

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

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