CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 1.3771 1.3599 -0.0172 -1.2% 1.3628
High 1.3784 1.3650 -0.0134 -1.0% 1.3834
Low 1.3583 1.3494 -0.0089 -0.7% 1.3535
Close 1.3613 1.3614 0.0001 0.0% 1.3614
Range 0.0201 0.0156 -0.0045 -22.4% 0.0299
ATR 0.0142 0.0143 0.0001 0.7% 0.0000
Volume 2,558 1,934 -624 -24.4% 5,416
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4054 1.3990 1.3700
R3 1.3898 1.3834 1.3657
R2 1.3742 1.3742 1.3643
R1 1.3678 1.3678 1.3628 1.3710
PP 1.3586 1.3586 1.3586 1.3602
S1 1.3522 1.3522 1.3600 1.3554
S2 1.3430 1.3430 1.3585
S3 1.3274 1.3366 1.3571
S4 1.3118 1.3210 1.3528
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 1.3790 1.3494 0.0296 2.2% 0.0182 1.3% 41% False True 1,761
10 1.3892 1.3494 0.0398 2.9% 0.0165 1.2% 30% False True 1,360
20 1.4180 1.3494 0.0686 5.0% 0.0133 1.0% 17% False True 906
40 1.4569 1.3494 0.1075 7.9% 0.0129 0.9% 11% False True 568
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4313
2.618 1.4058
1.618 1.3902
1.000 1.3806
0.618 1.3746
HIGH 1.3650
0.618 1.3590
0.500 1.3572
0.382 1.3554
LOW 1.3494
0.618 1.3398
1.000 1.3338
1.618 1.3242
2.618 1.3086
4.250 1.2831
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 1.3600 1.3639
PP 1.3586 1.3631
S1 1.3572 1.3622

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

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