CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 1.3965 1.3892 -0.0073 -0.5% 1.4143
High 1.4017 1.3892 -0.0125 -0.9% 1.4180
Low 1.3881 1.3720 -0.0161 -1.2% 1.3856
Close 1.3898 1.3739 -0.0159 -1.1% 1.3861
Range 0.0136 0.0172 0.0036 26.5% 0.0324
ATR 0.0115 0.0120 0.0004 3.9% 0.0000
Volume 331 592 261 78.9% 2,397
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4300 1.4191 1.3834
R3 1.4128 1.4019 1.3786
R2 1.3956 1.3956 1.3771
R1 1.3847 1.3847 1.3755 1.3816
PP 1.3784 1.3784 1.3784 1.3768
S1 1.3675 1.3675 1.3723 1.3644
S2 1.3612 1.3612 1.3707
S3 1.3440 1.3503 1.3692
S4 1.3268 1.3331 1.3644
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4938 1.4723 1.4039
R3 1.4614 1.4399 1.3950
R2 1.4290 1.4290 1.3920
R1 1.4075 1.4075 1.3891 1.4021
PP 1.3966 1.3966 1.3966 1.3938
S1 1.3751 1.3751 1.3831 1.3697
S2 1.3642 1.3642 1.3802
S3 1.3318 1.3427 1.3772
S4 1.2994 1.3103 1.3683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4017 1.3720 0.0297 2.2% 0.0118 0.9% 6% False True 460
10 1.4180 1.3720 0.0460 3.3% 0.0107 0.8% 4% False True 459
20 1.4569 1.3720 0.0849 6.2% 0.0122 0.9% 2% False True 397
40 1.4720 1.3720 0.1000 7.3% 0.0110 0.8% 2% False True 276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4623
2.618 1.4342
1.618 1.4170
1.000 1.4064
0.618 1.3998
HIGH 1.3892
0.618 1.3826
0.500 1.3806
0.382 1.3786
LOW 1.3720
0.618 1.3614
1.000 1.3548
1.618 1.3442
2.618 1.3270
4.250 1.2989
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 1.3806 1.3869
PP 1.3784 1.3825
S1 1.3761 1.3782

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

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