CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 1.2330 1.2312 -0.0018 -0.1% 1.1961
High 1.2363 1.2423 0.0060 0.5% 1.2164
Low 1.2263 1.2251 -0.0012 -0.1% 1.1884
Close 1.2322 1.2387 0.0065 0.5% 1.2084
Range 0.0100 0.0172 0.0072 72.0% 0.0280
ATR 0.0177 0.0177 0.0000 -0.2% 0.0000
Volume 330,596 256,776 -73,820 -22.3% 522,343
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2870 1.2800 1.2482
R3 1.2698 1.2628 1.2434
R2 1.2526 1.2526 1.2419
R1 1.2456 1.2456 1.2403 1.2491
PP 1.2354 1.2354 1.2354 1.2371
S1 1.2284 1.2284 1.2371 1.2319
S2 1.2182 1.2182 1.2355
S3 1.2010 1.2112 1.2340
S4 1.1838 1.1940 1.2292
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2884 1.2764 1.2238
R3 1.2604 1.2484 1.2161
R2 1.2324 1.2324 1.2135
R1 1.2204 1.2204 1.2110 1.2264
PP 1.2044 1.2044 1.2044 1.2074
S1 1.1924 1.1924 1.2058 1.1984
S2 1.1764 1.1764 1.2033
S3 1.1484 1.1644 1.2007
S4 1.1204 1.1364 1.1930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2423 1.2054 0.0369 3.0% 0.0150 1.2% 90% True False 278,719
10 1.2423 1.1884 0.0539 4.4% 0.0157 1.3% 93% True False 170,204
20 1.2684 1.1884 0.0800 6.5% 0.0180 1.5% 63% False False 88,586
40 1.3419 1.1884 0.1535 12.4% 0.0187 1.5% 33% False False 45,788
60 1.3686 1.1884 0.1802 14.5% 0.0160 1.3% 28% False False 30,726
80 1.3812 1.1884 0.1928 15.6% 0.0139 1.1% 26% False False 23,096
100 1.4019 1.1884 0.2135 17.2% 0.0117 0.9% 24% False False 18,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3154
2.618 1.2873
1.618 1.2701
1.000 1.2595
0.618 1.2529
HIGH 1.2423
0.618 1.2357
0.500 1.2337
0.382 1.2317
LOW 1.2251
0.618 1.2145
1.000 1.2079
1.618 1.1973
2.618 1.1801
4.250 1.1520
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 1.2370 1.2358
PP 1.2354 1.2329
S1 1.2337 1.2300

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

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