CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 1.3610 1.3661 0.0051 0.4% 1.3493
High 1.3675 1.3665 -0.0010 -0.1% 1.3535
Low 1.3601 1.3528 -0.0073 -0.5% 1.3285
Close 1.3654 1.3575 -0.0079 -0.6% 1.3454
Range 0.0074 0.0137 0.0063 85.1% 0.0250
ATR 0.0111 0.0113 0.0002 1.6% 0.0000
Volume 578 1,074 496 85.8% 2,124
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4000 1.3925 1.3650
R3 1.3863 1.3788 1.3613
R2 1.3726 1.3726 1.3600
R1 1.3651 1.3651 1.3588 1.3620
PP 1.3589 1.3589 1.3589 1.3574
S1 1.3514 1.3514 1.3562 1.3483
S2 1.3452 1.3452 1.3550
S3 1.3315 1.3377 1.3537
S4 1.3178 1.3240 1.3500
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 1.3355 0.0331 2.4% 0.0110 0.8% 66% False False 645
10 1.3686 1.3285 0.0401 3.0% 0.0103 0.8% 72% False False 594
20 1.3686 1.3268 0.0418 3.1% 0.0113 0.8% 73% False False 536
40 1.3812 1.3268 0.0544 4.0% 0.0089 0.7% 56% False False 334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4247
2.618 1.4024
1.618 1.3887
1.000 1.3802
0.618 1.3750
HIGH 1.3665
0.618 1.3613
0.500 1.3597
0.382 1.3580
LOW 1.3528
0.618 1.3443
1.000 1.3391
1.618 1.3306
2.618 1.3169
4.250 1.2946
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 1.3597 1.3602
PP 1.3589 1.3593
S1 1.3582 1.3584

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

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