CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 1.3688 1.3613 -0.0075 -0.5% 1.3628
High 1.3689 1.3775 0.0086 0.6% 1.3834
Low 1.3535 1.3576 0.0041 0.3% 1.3535
Close 1.3614 1.3753 0.0139 1.0% 1.3614
Range 0.0154 0.0199 0.0045 29.2% 0.0299
ATR 0.0132 0.0137 0.0005 3.6% 0.0000
Volume 1,322 2,066 744 56.3% 5,416
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4298 1.4225 1.3862
R3 1.4099 1.4026 1.3808
R2 1.3900 1.3900 1.3789
R1 1.3827 1.3827 1.3771 1.3864
PP 1.3701 1.3701 1.3701 1.3720
S1 1.3628 1.3628 1.3735 1.3665
S2 1.3502 1.3502 1.3717
S3 1.3303 1.3429 1.3698
S4 1.3104 1.3230 1.3644
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4558 1.4385 1.3778
R3 1.4259 1.4086 1.3696
R2 1.3960 1.3960 1.3669
R1 1.3787 1.3787 1.3641 1.3724
PP 1.3661 1.3661 1.3661 1.3630
S1 1.3488 1.3488 1.3587 1.3425
S2 1.3362 1.3362 1.3559
S3 1.3063 1.3189 1.3532
S4 1.2764 1.2890 1.3450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3834 1.3535 0.0299 2.2% 0.0175 1.3% 73% False False 1,227
10 1.4017 1.3535 0.0482 3.5% 0.0151 1.1% 45% False False 968
20 1.4402 1.3535 0.0867 6.3% 0.0133 1.0% 25% False False 711
40 1.4569 1.3535 0.1034 7.5% 0.0129 0.9% 21% False False 478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4621
2.618 1.4296
1.618 1.4097
1.000 1.3974
0.618 1.3898
HIGH 1.3775
0.618 1.3699
0.500 1.3676
0.382 1.3652
LOW 1.3576
0.618 1.3453
1.000 1.3377
1.618 1.3254
2.618 1.3055
4.250 1.2730
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 1.3727 1.3723
PP 1.3701 1.3693
S1 1.3676 1.3663

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

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