CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 1.4270 1.4251 -0.0019 -0.1% 1.4625
High 1.4320 1.4360 0.0040 0.3% 1.4649
Low 1.4213 1.4246 0.0033 0.2% 1.4261
Close 1.4247 1.4329 0.0082 0.6% 1.4314
Range 0.0107 0.0114 0.0007 6.5% 0.0388
ATR 0.0000 0.0114 0.0114 0.0000
Volume 102 207 105 102.9% 1,269
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4654 1.4605 1.4392
R3 1.4540 1.4491 1.4360
R2 1.4426 1.4426 1.4350
R1 1.4377 1.4377 1.4339 1.4402
PP 1.4312 1.4312 1.4312 1.4324
S1 1.4263 1.4263 1.4319 1.4288
S2 1.4198 1.4198 1.4308
S3 1.4084 1.4149 1.4298
S4 1.3970 1.4035 1.4266
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5572 1.5331 1.4527
R3 1.5184 1.4943 1.4421
R2 1.4796 1.4796 1.4385
R1 1.4555 1.4555 1.4350 1.4482
PP 1.4408 1.4408 1.4408 1.4371
S1 1.4167 1.4167 1.4278 1.4094
S2 1.4020 1.4020 1.4243
S3 1.3632 1.3779 1.4207
S4 1.3244 1.3391 1.4101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4515 1.4213 0.0302 2.1% 0.0137 1.0% 38% False False 284
10 1.4715 1.4213 0.0502 3.5% 0.0102 0.7% 23% False False 183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4845
2.618 1.4658
1.618 1.4544
1.000 1.4474
0.618 1.4430
HIGH 1.4360
0.618 1.4316
0.500 1.4303
0.382 1.4290
LOW 1.4246
0.618 1.4176
1.000 1.4132
1.618 1.4062
2.618 1.3948
4.250 1.3762
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 1.4320 1.4315
PP 1.4312 1.4301
S1 1.4303 1.4287

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

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