CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 1.4499 1.4367 -0.0132 -0.9% 1.4408
High 1.4499 1.4402 -0.0097 -0.7% 1.4569
Low 1.4337 1.4248 -0.0089 -0.6% 1.4337
Close 1.4350 1.4286 -0.0064 -0.4% 1.4350
Range 0.0162 0.0154 -0.0008 -4.9% 0.0232
ATR 0.0122 0.0124 0.0002 1.9% 0.0000
Volume 192 279 87 45.3% 1,520
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4774 1.4684 1.4371
R3 1.4620 1.4530 1.4328
R2 1.4466 1.4466 1.4314
R1 1.4376 1.4376 1.4300 1.4344
PP 1.4312 1.4312 1.4312 1.4296
S1 1.4222 1.4222 1.4272 1.4190
S2 1.4158 1.4158 1.4258
S3 1.4004 1.4068 1.4244
S4 1.3850 1.3914 1.4201
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.5115 1.4964 1.4478
R3 1.4883 1.4732 1.4414
R2 1.4651 1.4651 1.4393
R1 1.4500 1.4500 1.4371 1.4460
PP 1.4419 1.4419 1.4419 1.4398
S1 1.4268 1.4268 1.4329 1.4228
S2 1.4187 1.4187 1.4307
S3 1.3955 1.4036 1.4286
S4 1.3723 1.3804 1.4222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4569 1.4248 0.0321 2.2% 0.0121 0.8% 12% False True 233
10 1.4569 1.4248 0.0321 2.2% 0.0134 0.9% 12% False True 306
20 1.4569 1.4213 0.0356 2.5% 0.0122 0.9% 21% False False 245
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5057
2.618 1.4805
1.618 1.4651
1.000 1.4556
0.618 1.4497
HIGH 1.4402
0.618 1.4343
0.500 1.4325
0.382 1.4307
LOW 1.4248
0.618 1.4153
1.000 1.4094
1.618 1.3999
2.618 1.3845
4.250 1.3594
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 1.4325 1.4397
PP 1.4312 1.4360
S1 1.4299 1.4323

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

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