CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 1.2650 1.2634 -0.0016 -0.1% 1.2763
High 1.2719 1.2727 0.0008 0.1% 1.2922
Low 1.2587 1.2607 0.0020 0.2% 1.2663
Close 1.2672 1.2654 -0.0018 -0.1% 1.2709
Range 0.0132 0.0120 -0.0012 -9.1% 0.0259
ATR 0.0142 0.0140 -0.0002 -1.1% 0.0000
Volume 376,979 332,195 -44,784 -11.9% 1,461,115
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3023 1.2958 1.2720
R3 1.2903 1.2838 1.2687
R2 1.2783 1.2783 1.2676
R1 1.2718 1.2718 1.2665 1.2751
PP 1.2663 1.2663 1.2663 1.2679
S1 1.2598 1.2598 1.2643 1.2631
S2 1.2543 1.2543 1.2632
S3 1.2423 1.2478 1.2621
S4 1.2303 1.2358 1.2588
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3542 1.3384 1.2851
R3 1.3283 1.3125 1.2780
R2 1.3024 1.3024 1.2756
R1 1.2866 1.2866 1.2733 1.2816
PP 1.2765 1.2765 1.2765 1.2739
S1 1.2607 1.2607 1.2685 1.2557
S2 1.2506 1.2506 1.2662
S3 1.2247 1.2348 1.2638
S4 1.1988 1.2089 1.2567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2903 1.2587 0.0316 2.5% 0.0128 1.0% 21% False False 324,931
10 1.2932 1.2587 0.0345 2.7% 0.0130 1.0% 19% False False 269,577
20 1.3333 1.2587 0.0746 5.9% 0.0139 1.1% 9% False False 267,756
40 1.3333 1.2172 0.1161 9.2% 0.0146 1.2% 42% False False 281,745
60 1.3333 1.1884 0.1449 11.5% 0.0145 1.1% 53% False False 254,086
80 1.3333 1.1884 0.1449 11.5% 0.0164 1.3% 53% False False 191,739
100 1.3686 1.1884 0.1802 14.2% 0.0155 1.2% 43% False False 153,618
120 1.3812 1.1884 0.1928 15.2% 0.0147 1.2% 40% False False 128,080
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 0.0042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3237
2.618 1.3041
1.618 1.2921
1.000 1.2847
0.618 1.2801
HIGH 1.2727
0.618 1.2681
0.500 1.2667
0.382 1.2653
LOW 1.2607
0.618 1.2533
1.000 1.2487
1.618 1.2413
2.618 1.2293
4.250 1.2097
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 1.2667 1.2659
PP 1.2663 1.2657
S1 1.2658 1.2656

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

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