CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 1.3715 1.3660 -0.0055 -0.4% 1.3887
High 1.3720 1.3660 -0.0060 -0.4% 1.3940
Low 1.3650 1.3660 0.0010 0.1% 1.3650
Close 1.3624 1.3660 0.0036 0.3% 1.3624
Range 0.0070 0.0000 -0.0070 -100.0% 0.0290
ATR
Volume 3 4 1 33.3% 52
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3660 1.3660 1.3660
R3 1.3660 1.3660 1.3660
R2 1.3660 1.3660 1.3660
R1 1.3660 1.3660 1.3660 1.3660
PP 1.3660 1.3660 1.3660 1.3660
S1 1.3660 1.3660 1.3660 1.3660
S2 1.3660 1.3660 1.3660
S3 1.3660 1.3660 1.3660
S4 1.3660 1.3660 1.3660
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4608 1.4406 1.3784
R3 1.4318 1.4116 1.3704
R2 1.4028 1.4028 1.3677
R1 1.3826 1.3826 1.3651 1.3782
PP 1.3738 1.3738 1.3738 1.3716
S1 1.3536 1.3536 1.3597 1.3492
S2 1.3448 1.3448 1.3571
S3 1.3158 1.3246 1.3544
S4 1.2868 1.2956 1.3465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3940 1.3650 0.0290 2.1% 0.0031 0.2% 3% False False 8
10 1.4050 1.3650 0.0400 2.9% 0.0019 0.1% 3% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3660
2.618 1.3660
1.618 1.3660
1.000 1.3660
0.618 1.3660
HIGH 1.3660
0.618 1.3660
0.500 1.3660
0.382 1.3660
LOW 1.3660
0.618 1.3660
1.000 1.3660
1.618 1.3660
2.618 1.3660
4.250 1.3660
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 1.3660 1.3719
PP 1.3660 1.3699
S1 1.3660 1.3680

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

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