CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 1.4269 1.4100 -0.0169 -1.2% 1.4408
High 1.4277 1.4135 -0.0142 -1.0% 1.4569
Low 1.4073 1.4022 -0.0051 -0.4% 1.4337
Close 1.4101 1.4099 -0.0002 0.0% 1.4350
Range 0.0204 0.0113 -0.0091 -44.6% 0.0232
ATR 0.0130 0.0129 -0.0001 -1.0% 0.0000
Volume 313 532 219 70.0% 1,520
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4424 1.4375 1.4161
R3 1.4311 1.4262 1.4130
R2 1.4198 1.4198 1.4120
R1 1.4149 1.4149 1.4109 1.4117
PP 1.4085 1.4085 1.4085 1.4070
S1 1.4036 1.4036 1.4089 1.4004
S2 1.3972 1.3972 1.4078
S3 1.3859 1.3923 1.4068
S4 1.3746 1.3810 1.4037
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 1.4545 1.4022 0.0523 3.7% 0.0147 1.0% 15% False True 321
10 1.4569 1.4022 0.0547 3.9% 0.0137 1.0% 14% False True 336
20 1.4569 1.4022 0.0547 3.9% 0.0125 0.9% 14% False True 245
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4615
2.618 1.4431
1.618 1.4318
1.000 1.4248
0.618 1.4205
HIGH 1.4135
0.618 1.4092
0.500 1.4079
0.382 1.4065
LOW 1.4022
0.618 1.3952
1.000 1.3909
1.618 1.3839
2.618 1.3726
4.250 1.3542
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 1.4092 1.4212
PP 1.4085 1.4174
S1 1.4079 1.4137

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

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