CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 1.4355 1.4345 -0.0010 -0.1% 1.4336
High 1.4453 1.4352 -0.0101 -0.7% 1.4412
Low 1.4330 1.4272 -0.0058 -0.4% 1.4213
Close 1.4346 1.4329 -0.0017 -0.1% 1.4348
Range 0.0123 0.0080 -0.0043 -35.0% 0.0199
ATR 0.0108 0.0106 -0.0002 -1.9% 0.0000
Volume 82 193 111 135.4% 640
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4558 1.4523 1.4373
R3 1.4478 1.4443 1.4351
R2 1.4398 1.4398 1.4344
R1 1.4363 1.4363 1.4336 1.4341
PP 1.4318 1.4318 1.4318 1.4306
S1 1.4283 1.4283 1.4322 1.4261
S2 1.4238 1.4238 1.4314
S3 1.4158 1.4203 1.4307
S4 1.4078 1.4123 1.4285
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4921 1.4834 1.4457
R3 1.4722 1.4635 1.4403
R2 1.4523 1.4523 1.4384
R1 1.4436 1.4436 1.4366 1.4480
PP 1.4324 1.4324 1.4324 1.4346
S1 1.4237 1.4237 1.4330 1.4281
S2 1.4125 1.4125 1.4312
S3 1.3926 1.4038 1.4293
S4 1.3727 1.3839 1.4239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4453 1.4246 0.0207 1.4% 0.0085 0.6% 40% False False 125
10 1.4578 1.4213 0.0365 2.5% 0.0107 0.7% 32% False False 219
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4692
2.618 1.4561
1.618 1.4481
1.000 1.4432
0.618 1.4401
HIGH 1.4352
0.618 1.4321
0.500 1.4312
0.382 1.4303
LOW 1.4272
0.618 1.4223
1.000 1.4192
1.618 1.4143
2.618 1.4063
4.250 1.3932
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 1.4323 1.4363
PP 1.4318 1.4351
S1 1.4312 1.4340

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

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