CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 1.3493 1.3489 -0.0004 0.0% 1.3480
High 1.3535 1.3495 -0.0040 -0.3% 1.3590
Low 1.3458 1.3355 -0.0103 -0.8% 1.3385
Close 1.3482 1.3392 -0.0090 -0.7% 1.3484
Range 0.0077 0.0140 0.0063 81.8% 0.0205
ATR 0.0105 0.0108 0.0002 2.3% 0.0000
Volume 334 502 168 50.3% 3,064
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3834 1.3753 1.3469
R3 1.3694 1.3613 1.3431
R2 1.3554 1.3554 1.3418
R1 1.3473 1.3473 1.3405 1.3444
PP 1.3414 1.3414 1.3414 1.3399
S1 1.3333 1.3333 1.3379 1.3304
S2 1.3274 1.3274 1.3366
S3 1.3134 1.3193 1.3354
S4 1.2994 1.3053 1.3315
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4101 1.3998 1.3597
R3 1.3896 1.3793 1.3540
R2 1.3691 1.3691 1.3522
R1 1.3588 1.3588 1.3503 1.3640
PP 1.3486 1.3486 1.3486 1.3512
S1 1.3383 1.3383 1.3465 1.3435
S2 1.3281 1.3281 1.3446
S3 1.3076 1.3178 1.3428
S4 1.2871 1.2973 1.3371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3590 1.3355 0.0235 1.8% 0.0124 0.9% 16% False True 648
10 1.3590 1.3268 0.0322 2.4% 0.0126 0.9% 39% False False 506
20 1.3812 1.3268 0.0544 4.1% 0.0114 0.9% 23% False False 415
40 1.3812 1.3268 0.0544 4.1% 0.0074 0.6% 23% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4090
2.618 1.3862
1.618 1.3722
1.000 1.3635
0.618 1.3582
HIGH 1.3495
0.618 1.3442
0.500 1.3425
0.382 1.3408
LOW 1.3355
0.618 1.3268
1.000 1.3215
1.618 1.3128
2.618 1.2988
4.250 1.2760
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 1.3425 1.3473
PP 1.3414 1.3446
S1 1.3403 1.3419

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

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