CME Euro FX (E) Future June 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	1.3628	1.3656	0.0028	0.2%	1.3861
High	1.3709	1.3834	0.0125	0.9%	1.4017
Low	1.3621	1.3647	0.0026	0.2%	1.3585
Close	1.3668	1.3770	0.0102	0.7%	1.3632
Range	0.0088	0.0187	0.0099	112.5%	0.0432
ATR	0.0120	0.0125	0.0005	4.0%	0.0000
Volume	1,346	685	-661	-49.1%	2,721

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4311	1.4228	1.3873
R3	1.4124	1.4041	1.3821
R2	1.3937	1.3937	1.3804
R1	1.3854	1.3854	1.3787	1.3896
PP	1.3750	1.3750	1.3750	1.3771
S1	1.3667	1.3667	1.3753	1.3709
S2	1.3563	1.3563	1.3736
S3	1.3376	1.3480	1.3719
S4	1.3189	1.3293	1.3667

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5041	1.4768	1.3870
R3	1.4609	1.4336	1.3751
R2	1.4177	1.4177	1.3711
R1	1.3904	1.3904	1.3672	1.3825
PP	1.3745	1.3745	1.3745	1.3705
S1	1.3472	1.3472	1.3592	1.3393
S2	1.3313	1.3313	1.3553
S3	1.2881	1.3040	1.3513
S4	1.2449	1.2608	1.3394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4017	1.3585	0.0432	3.1%	0.0148	1.1%	43%	False	False	797
10	1.4077	1.3585	0.0492	3.6%	0.0121	0.9%	38%	False	False	632
20	1.4569	1.3585	0.0984	7.1%	0.0121	0.9%	19%	False	False	483
40	1.4661	1.3585	0.1076	7.8%	0.0119	0.9%	17%	False	False	352

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	0.0019
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.4629
2.618	1.4324
1.618	1.4137
1.000	1.4021
0.618	1.3950
HIGH	1.3834
0.618	1.3763
0.500	1.3741
0.382	1.3718
LOW	1.3647
0.618	1.3531
1.000	1.3460
1.618	1.3344
2.618	1.3157
4.250	1.2852

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	1.3760	1.3750
PP	1.3750	1.3730
S1	1.3741	1.3710

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