CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 1.3613 1.3594 -0.0019 -0.1% 1.3493
High 1.3686 1.3621 -0.0065 -0.5% 1.3535
Low 1.3569 1.3546 -0.0023 -0.2% 1.3285
Close 1.3586 1.3594 0.0008 0.1% 1.3454
Range 0.0117 0.0075 -0.0042 -35.9% 0.0250
ATR 0.0117 0.0114 -0.0003 -2.6% 0.0000
Volume 872 334 -538 -61.7% 2,124
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3812 1.3778 1.3635
R3 1.3737 1.3703 1.3615
R2 1.3662 1.3662 1.3608
R1 1.3628 1.3628 1.3601 1.3632
PP 1.3587 1.3587 1.3587 1.3589
S1 1.3553 1.3553 1.3587 1.3557
S2 1.3512 1.3512 1.3580
S3 1.3437 1.3478 1.3573
S4 1.3362 1.3403 1.3553
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4175 1.4064 1.3592
R3 1.3925 1.3814 1.3523
R2 1.3675 1.3675 1.3500
R1 1.3564 1.3564 1.3477 1.3495
PP 1.3425 1.3425 1.3425 1.3390
S1 1.3314 1.3314 1.3431 1.3245
S2 1.3175 1.3175 1.3408
S3 1.2925 1.3064 1.3385
S4 1.2675 1.2814 1.3317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3686 1.3285 0.0401 2.9% 0.0098 0.7% 77% False False 498
10 1.3686 1.3285 0.0401 2.9% 0.0111 0.8% 77% False False 573
20 1.3812 1.3268 0.0544 4.0% 0.0114 0.8% 60% False False 528
40 1.3812 1.3268 0.0544 4.0% 0.0083 0.6% 60% False False 293
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3940
2.618 1.3817
1.618 1.3742
1.000 1.3696
0.618 1.3667
HIGH 1.3621
0.618 1.3592
0.500 1.3584
0.382 1.3575
LOW 1.3546
0.618 1.3500
1.000 1.3471
1.618 1.3425
2.618 1.3350
4.250 1.3227
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 1.3591 1.3570
PP 1.3587 1.3545
S1 1.3584 1.3521

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

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