CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 1.2694 1.2640 -0.0054 -0.4% 1.2559
High 1.2723 1.2649 -0.0074 -0.6% 1.2725
Low 1.2609 1.2552 -0.0057 -0.5% 1.2483
Close 1.2646 1.2597 -0.0049 -0.4% 1.2646
Range 0.0114 0.0097 -0.0017 -14.9% 0.0242
ATR 0.0155 0.0151 -0.0004 -2.7% 0.0000
Volume 249,254 247,622 -1,632 -0.7% 1,177,193
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.2890 1.2841 1.2650
R3 1.2793 1.2744 1.2624
R2 1.2696 1.2696 1.2615
R1 1.2647 1.2647 1.2606 1.2623
PP 1.2599 1.2599 1.2599 1.2588
S1 1.2550 1.2550 1.2588 1.2526
S2 1.2502 1.2502 1.2579
S3 1.2405 1.2453 1.2570
S4 1.2308 1.2356 1.2544
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3344 1.3237 1.2779
R3 1.3102 1.2995 1.2713
R2 1.2860 1.2860 1.2690
R1 1.2753 1.2753 1.2668 1.2807
PP 1.2618 1.2618 1.2618 1.2645
S1 1.2511 1.2511 1.2624 1.2565
S2 1.2376 1.2376 1.2602
S3 1.2134 1.2269 1.2579
S4 1.1892 1.2027 1.2513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2725 1.2483 0.0242 1.9% 0.0122 1.0% 47% False False 284,963
10 1.2725 1.2157 0.0568 4.5% 0.0150 1.2% 77% False False 313,154
20 1.2725 1.2124 0.0601 4.8% 0.0144 1.1% 79% False False 299,689
40 1.2725 1.1884 0.0841 6.7% 0.0170 1.3% 85% False False 165,635
60 1.3570 1.1884 0.1686 13.4% 0.0168 1.3% 42% False False 111,149
80 1.3686 1.1884 0.1802 14.3% 0.0154 1.2% 40% False False 83,496
100 1.3812 1.1884 0.1928 15.3% 0.0136 1.1% 37% False False 66,823
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.3061
2.618 1.2903
1.618 1.2806
1.000 1.2746
0.618 1.2709
HIGH 1.2649
0.618 1.2612
0.500 1.2601
0.382 1.2589
LOW 1.2552
0.618 1.2492
1.000 1.2455
1.618 1.2395
2.618 1.2298
4.250 1.2140
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 1.2601 1.2639
PP 1.2599 1.2625
S1 1.2598 1.2611

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

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