CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 1.3501 1.3611 0.0110 0.8% 1.3613
High 1.3615 1.3652 0.0037 0.3% 1.3784
Low 1.3441 1.3571 0.0130 1.0% 1.3441
Close 1.3593 1.3605 0.0012 0.1% 1.3593
Range 0.0174 0.0081 -0.0093 -53.4% 0.0343
ATR 0.0145 0.0140 -0.0005 -3.2% 0.0000
Volume 2,996 2,269 -727 -24.3% 9,554
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3852 1.3810 1.3650
R3 1.3771 1.3729 1.3627
R2 1.3690 1.3690 1.3620
R1 1.3648 1.3648 1.3612 1.3629
PP 1.3609 1.3609 1.3609 1.3600
S1 1.3567 1.3567 1.3598 1.3548
S2 1.3528 1.3528 1.3590
S3 1.3447 1.3486 1.3583
S4 1.3366 1.3405 1.3560
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% 0.0162 1.2% 48% False False 2,364
10 1.3834 1.3441 0.0393 2.9% 0.0157 1.2% 42% False False 1,723
20 1.4180 1.3441 0.0739 5.4% 0.0134 1.0% 22% False False 1,117
40 1.4569 1.3441 0.1128 8.3% 0.0130 1.0% 15% False False 691
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3996
2.618 1.3864
1.618 1.3783
1.000 1.3733
0.618 1.3702
HIGH 1.3652
0.618 1.3621
0.500 1.3612
0.382 1.3602
LOW 1.3571
0.618 1.3521
1.000 1.3490
1.618 1.3440
2.618 1.3359
4.250 1.3227
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 1.3612 1.3586
PP 1.3609 1.3566
S1 1.3607 1.3547

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

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