CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	1.4143	1.4165	0.0022	0.2%	1.4367
High	1.4180	1.4165	-0.0015	-0.1%	1.4402
Low	1.4128	1.4038	-0.0090	-0.6%	1.4022
Close	1.4145	1.4081	-0.0064	-0.5%	1.4130
Range	0.0052	0.0127	0.0075	144.2%	0.0380
ATR	0.0123	0.0123	0.0000	0.3%	0.0000
Volume	611	210	-401	-65.6%	1,633

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4476	1.4405	1.4151
R3	1.4349	1.4278	1.4116
R2	1.4222	1.4222	1.4104
R1	1.4151	1.4151	1.4093	1.4123
PP	1.4095	1.4095	1.4095	1.4081
S1	1.4024	1.4024	1.4069	1.3996
S2	1.3968	1.3968	1.4058
S3	1.3841	1.3897	1.4046
S4	1.3714	1.3770	1.4011

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	1.4277	1.4022	0.0255	1.8%	0.0122	0.9%	23%	False	False	435
10	1.4569	1.4022	0.0547	3.9%	0.0121	0.9%	11%	False	False	334
20	1.4569	1.4022	0.0547	3.9%	0.0125	0.9%	11%	False	False	291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4705
2.618	1.4497
1.618	1.4370
1.000	1.4292
0.618	1.4243
HIGH	1.4165
0.618	1.4116
0.500	1.4102
0.382	1.4087
LOW	1.4038
0.618	1.3960
1.000	1.3911
1.618	1.3833
2.618	1.3706
4.250	1.3498

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	1.4102	1.4109
PP	1.4095	1.4100
S1	1.4088	1.4090

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols