CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 1.4062 1.4143 0.0081 0.6% 1.4367
High 1.4175 1.4180 0.0005 0.0% 1.4402
Low 1.4062 1.4128 0.0066 0.5% 1.4022
Close 1.4130 1.4145 0.0015 0.1% 1.4130
Range 0.0113 0.0052 -0.0061 -54.0% 0.0380
ATR 0.0128 0.0123 -0.0005 -4.2% 0.0000
Volume 509 611 102 20.0% 1,633
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4307 1.4278 1.4174
R3 1.4255 1.4226 1.4159
R2 1.4203 1.4203 1.4155
R1 1.4174 1.4174 1.4150 1.4189
PP 1.4151 1.4151 1.4151 1.4158
S1 1.4122 1.4122 1.4140 1.4137
S2 1.4099 1.4099 1.4135
S3 1.4047 1.4070 1.4131
S4 1.3995 1.4018 1.4116
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.5325 1.5107 1.4339
R3 1.4945 1.4727 1.4235
R2 1.4565 1.4565 1.4200
R1 1.4347 1.4347 1.4165 1.4266
PP 1.4185 1.4185 1.4185 1.4144
S1 1.3967 1.3967 1.4095 1.3886
S2 1.3805 1.3805 1.4060
S3 1.3425 1.3587 1.4026
S4 1.3045 1.3207 1.3921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4402 1.4022 0.0380 2.7% 0.0127 0.9% 32% False False 448
10 1.4569 1.4022 0.0547 3.9% 0.0122 0.9% 22% False False 376
20 1.4569 1.4022 0.0547 3.9% 0.0122 0.9% 22% False False 286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.4401
2.618 1.4316
1.618 1.4264
1.000 1.4232
0.618 1.4212
HIGH 1.4180
0.618 1.4160
0.500 1.4154
0.382 1.4148
LOW 1.4128
0.618 1.4096
1.000 1.4076
1.618 1.4044
2.618 1.3992
4.250 1.3907
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 1.4154 1.4130
PP 1.4151 1.4116
S1 1.4148 1.4101

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

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