CME Euro FX (E) Future September 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 1.3512 1.3580 0.0068 0.5% 1.3583
High 1.3512 1.3580 0.0068 0.5% 1.3700
Low 1.3512 1.3580 0.0068 0.5% 1.3512
Close 1.3609 1.3588 -0.0021 -0.2% 1.3588
Range
ATR 0.0073 0.0070 -0.0003 -4.3% 0.0000
Volume 1 4 3 300.0% 20
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3583 1.3585 1.3588
R3 1.3583 1.3585 1.3588
R2 1.3583 1.3583 1.3588
R1 1.3585 1.3585 1.3588 1.3584
PP 1.3583 1.3583 1.3583 1.3582
S1 1.3585 1.3585 1.3588 1.3584
S2 1.3583 1.3583 1.3588
S3 1.3583 1.3585 1.3588
S4 1.3583 1.3585 1.3588
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4164 1.4064 1.3691
R3 1.3976 1.3876 1.3640
R2 1.3788 1.3788 1.3622
R1 1.3688 1.3688 1.3605 1.3738
PP 1.3600 1.3600 1.3600 1.3625
S1 1.3500 1.3500 1.3571 1.3550
S2 1.3412 1.3412 1.3554
S3 1.3224 1.3312 1.3536
S4 1.3036 1.3124 1.3485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3700 1.3512 0.0188 1.4% 0.0023 0.2% 40% False False 6
10 1.3800 1.3512 0.0288 2.1% 0.0019 0.1% 26% False False 4
20 1.4136 1.3512 0.0624 4.6% 0.0015 0.1% 12% False False 5
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3580
2.618 1.3580
1.618 1.3580
1.000 1.3580
0.618 1.3580
HIGH 1.3580
0.618 1.3580
0.500 1.3580
0.382 1.3580
LOW 1.3580
0.618 1.3580
1.000 1.3580
1.618 1.3580
2.618 1.3580
4.250 1.3580
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 1.3585 1.3586
PP 1.3583 1.3584
S1 1.3580 1.3582

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

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