CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 1.3599 1.3501 -0.0098 -0.7% 1.3613
High 1.3650 1.3615 -0.0035 -0.3% 1.3784
Low 1.3494 1.3441 -0.0053 -0.4% 1.3441
Close 1.3614 1.3593 -0.0021 -0.2% 1.3593
Range 0.0156 0.0174 0.0018 11.5% 0.0343
ATR 0.0143 0.0145 0.0002 1.6% 0.0000
Volume 1,934 2,996 1,062 54.9% 9,554
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4072 1.4006 1.3689
R3 1.3898 1.3832 1.3641
R2 1.3724 1.3724 1.3625
R1 1.3658 1.3658 1.3609 1.3691
PP 1.3550 1.3550 1.3550 1.3566
S1 1.3484 1.3484 1.3577 1.3517
S2 1.3376 1.3376 1.3561
S3 1.3202 1.3310 1.3545
S4 1.3028 1.3136 1.3497
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4635 1.4457 1.3782
R3 1.4292 1.4114 1.3687
R2 1.3949 1.3949 1.3656
R1 1.3771 1.3771 1.3624 1.3689
PP 1.3606 1.3606 1.3606 1.3565
S1 1.3428 1.3428 1.3562 1.3346
S2 1.3263 1.3263 1.3530
S3 1.2920 1.3085 1.3499
S4 1.2577 1.2742 1.3404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3784 1.3441 0.0343 2.5% 0.0177 1.3% 44% False True 2,175
10 1.3834 1.3441 0.0393 2.9% 0.0165 1.2% 39% False True 1,600
20 1.4180 1.3441 0.0739 5.4% 0.0136 1.0% 21% False True 1,029
40 1.4569 1.3441 0.1128 8.3% 0.0130 1.0% 13% False True 637
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4355
2.618 1.4071
1.618 1.3897
1.000 1.3789
0.618 1.3723
HIGH 1.3615
0.618 1.3549
0.500 1.3528
0.382 1.3507
LOW 1.3441
0.618 1.3333
1.000 1.3267
1.618 1.3159
2.618 1.2985
4.250 1.2702
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1.3571 1.3613
PP 1.3550 1.3606
S1 1.3528 1.3600

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

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