CME Euro FX (E) Future March 2010


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Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 1.3728 1.3657 -0.0071 -0.5% 1.3860
High 1.3746 1.3714 -0.0032 -0.2% 1.4026
Low 1.3584 1.3621 0.0037 0.3% 1.3584
Close 1.3635 1.3671 0.0036 0.3% 1.3635
Range 0.0162 0.0093 -0.0069 -42.6% 0.0442
ATR 0.0133 0.0130 -0.0003 -2.1% 0.0000
Volume 409,551 464,958 55,407 13.5% 1,601,835
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3948 1.3902 1.3722
R3 1.3855 1.3809 1.3697
R2 1.3762 1.3762 1.3688
R1 1.3716 1.3716 1.3680 1.3739
PP 1.3669 1.3669 1.3669 1.3680
S1 1.3623 1.3623 1.3662 1.3646
S2 1.3576 1.3576 1.3654
S3 1.3483 1.3530 1.3645
S4 1.3390 1.3437 1.3620
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5074 1.4797 1.3878
R3 1.4632 1.4355 1.3757
R2 1.4190 1.4190 1.3716
R1 1.3913 1.3913 1.3676 1.3831
PP 1.3748 1.3748 1.3748 1.3707
S1 1.3471 1.3471 1.3594 1.3389
S2 1.3306 1.3306 1.3554
S3 1.2864 1.3029 1.3513
S4 1.2422 1.2587 1.3392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4026 1.3584 0.0442 3.2% 0.0133 1.0% 20% False False 342,100
10 1.4177 1.3584 0.0593 4.3% 0.0124 0.9% 15% False False 328,055
20 1.4577 1.3584 0.0993 7.3% 0.0128 0.9% 9% False False 308,142
40 1.4772 1.3584 0.1188 8.7% 0.0130 1.0% 7% False False 245,329
60 1.5137 1.3584 0.1553 11.4% 0.0136 1.0% 6% False False 166,035
80 1.5137 1.3584 0.1553 11.4% 0.0132 1.0% 6% False False 124,613
100 1.5137 1.3584 0.1553 11.4% 0.0124 0.9% 6% False False 99,721
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4109
2.618 1.3957
1.618 1.3864
1.000 1.3807
0.618 1.3771
HIGH 1.3714
0.618 1.3678
0.500 1.3668
0.382 1.3657
LOW 1.3621
0.618 1.3564
1.000 1.3528
1.618 1.3471
2.618 1.3378
4.250 1.3226
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 1.3670 1.3743
PP 1.3669 1.3719
S1 1.3668 1.3695

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

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