CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 1.4165 1.4062 -0.0103 -0.7% 1.4367
High 1.4165 1.4077 -0.0088 -0.6% 1.4402
Low 1.4038 1.3991 -0.0047 -0.3% 1.4022
Close 1.4081 1.4029 -0.0052 -0.4% 1.4130
Range 0.0127 0.0086 -0.0041 -32.3% 0.0380
ATR 0.0123 0.0121 -0.0002 -1.9% 0.0000
Volume 210 387 177 84.3% 1,633
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4290 1.4246 1.4076
R3 1.4204 1.4160 1.4053
R2 1.4118 1.4118 1.4045
R1 1.4074 1.4074 1.4037 1.4053
PP 1.4032 1.4032 1.4032 1.4022
S1 1.3988 1.3988 1.4021 1.3967
S2 1.3946 1.3946 1.4013
S3 1.3860 1.3902 1.4005
S4 1.3774 1.3816 1.3982
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 1.4180 1.3991 0.0189 1.3% 0.0098 0.7% 20% False True 449
10 1.4569 1.3991 0.0578 4.1% 0.0122 0.9% 7% False True 347
20 1.4569 1.3991 0.0578 4.1% 0.0128 0.9% 7% False True 309
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4443
2.618 1.4302
1.618 1.4216
1.000 1.4163
0.618 1.4130
HIGH 1.4077
0.618 1.4044
0.500 1.4034
0.382 1.4024
LOW 1.3991
0.618 1.3938
1.000 1.3905
1.618 1.3852
2.618 1.3766
4.250 1.3626
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 1.4034 1.4086
PP 1.4032 1.4067
S1 1.4031 1.4048

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

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