CME Euro FX (E) Future June 2010


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Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 1.2790 1.2636 -0.0154 -1.2% 1.3333
High 1.2804 1.2742 -0.0062 -0.5% 1.3335
Low 1.2652 1.2607 -0.0045 -0.4% 1.2525
Close 1.2696 1.2634 -0.0062 -0.5% 1.2740
Range 0.0152 0.0135 -0.0017 -11.2% 0.0810
ATR 0.0176 0.0173 -0.0003 -1.7% 0.0000
Volume 606,839 425,029 -181,810 -30.0% 2,479,165
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1.3066 1.2985 1.2708
R3 1.2931 1.2850 1.2671
R2 1.2796 1.2796 1.2659
R1 1.2715 1.2715 1.2646 1.2688
PP 1.2661 1.2661 1.2661 1.2648
S1 1.2580 1.2580 1.2622 1.2553
S2 1.2526 1.2526 1.2609
S3 1.2391 1.2445 1.2597
S4 1.2256 1.2310 1.2560
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.5297 1.4828 1.3186
R3 1.4487 1.4018 1.2963
R2 1.3677 1.3677 1.2889
R1 1.3208 1.3208 1.2814 1.3038
PP 1.2867 1.2867 1.2867 1.2781
S1 1.2398 1.2398 1.2666 1.2228
S2 1.2057 1.2057 1.2592
S3 1.1247 1.1588 1.2517
S4 1.0437 1.0778 1.2295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3097 1.2525 0.0572 4.5% 0.0234 1.9% 19% False False 620,628
10 1.3344 1.2525 0.0819 6.5% 0.0199 1.6% 13% False False 514,912
20 1.3669 1.2525 0.1144 9.1% 0.0169 1.3% 10% False False 430,593
40 1.3819 1.2525 0.1294 10.2% 0.0145 1.1% 8% False False 361,531
60 1.3819 1.2525 0.1294 10.2% 0.0143 1.1% 8% False False 257,335
80 1.4402 1.2525 0.1877 14.9% 0.0140 1.1% 6% False False 193,179
100 1.4569 1.2525 0.2044 16.2% 0.0137 1.1% 5% False False 154,592
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 0.0039
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3316
2.618 1.3095
1.618 1.2960
1.000 1.2877
0.618 1.2825
HIGH 1.2742
0.618 1.2690
0.500 1.2675
0.382 1.2659
LOW 1.2607
0.618 1.2524
1.000 1.2472
1.618 1.2389
2.618 1.2254
4.250 1.2033
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 1.2675 1.2852
PP 1.2661 1.2779
S1 1.2648 1.2707

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

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