CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 1.3656 1.3779 0.0123 0.9% 1.3861
High 1.3834 1.3809 -0.0025 -0.2% 1.4017
Low 1.3647 1.3675 0.0028 0.2% 1.3585
Close 1.3770 1.3732 -0.0038 -0.3% 1.3632
Range 0.0187 0.0134 -0.0053 -28.3% 0.0432
ATR 0.0125 0.0125 0.0001 0.5% 0.0000
Volume 685 1,137 452 66.0% 2,721
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4141 1.4070 1.3806
R3 1.4007 1.3936 1.3769
R2 1.3873 1.3873 1.3757
R1 1.3802 1.3802 1.3744 1.3771
PP 1.3739 1.3739 1.3739 1.3723
S1 1.3668 1.3668 1.3720 1.3637
S2 1.3605 1.3605 1.3707
S3 1.3471 1.3534 1.3695
S4 1.3337 1.3400 1.3658
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 1.3892 1.3585 0.0307 2.2% 0.0147 1.1% 48% False False 959
10 1.4030 1.3585 0.0445 3.2% 0.0125 0.9% 33% False False 707
20 1.4569 1.3585 0.0984 7.2% 0.0124 0.9% 15% False False 527
40 1.4649 1.3585 0.1064 7.7% 0.0121 0.9% 14% False False 380
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4379
2.618 1.4160
1.618 1.4026
1.000 1.3943
0.618 1.3892
HIGH 1.3809
0.618 1.3758
0.500 1.3742
0.382 1.3726
LOW 1.3675
0.618 1.3592
1.000 1.3541
1.618 1.3458
2.618 1.3324
4.250 1.3106
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 1.3742 1.3731
PP 1.3739 1.3729
S1 1.3735 1.3728

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

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