CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 1.3378 1.3613 0.0235 1.8% 1.3493
High 1.3503 1.3686 0.0183 1.4% 1.3535
Low 1.3355 1.3569 0.0214 1.6% 1.3285
Close 1.3454 1.3586 0.0132 1.0% 1.3454
Range 0.0148 0.0117 -0.0031 -20.9% 0.0250
ATR 0.0108 0.0117 0.0009 8.2% 0.0000
Volume 369 872 503 136.3% 2,124
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3965 1.3892 1.3650
R3 1.3848 1.3775 1.3618
R2 1.3731 1.3731 1.3607
R1 1.3658 1.3658 1.3597 1.3636
PP 1.3614 1.3614 1.3614 1.3603
S1 1.3541 1.3541 1.3575 1.3519
S2 1.3497 1.3497 1.3565
S3 1.3380 1.3424 1.3554
S4 1.3263 1.3307 1.3522
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4175 1.4064 1.3592
R3 1.3925 1.3814 1.3523
R2 1.3675 1.3675 1.3500
R1 1.3564 1.3564 1.3477 1.3495
PP 1.3425 1.3425 1.3425 1.3390
S1 1.3314 1.3314 1.3431 1.3245
S2 1.3175 1.3175 1.3408
S3 1.2925 1.3064 1.3385
S4 1.2675 1.2814 1.3317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3686 1.3285 0.0401 3.0% 0.0111 0.8% 75% True False 532
10 1.3686 1.3285 0.0401 3.0% 0.0117 0.9% 75% True False 556
20 1.3812 1.3268 0.0544 4.0% 0.0117 0.9% 58% False False 519
40 1.3812 1.3268 0.0544 4.0% 0.0084 0.6% 58% False False 285
Crabel Price Patterns
NR True
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4183
2.618 1.3992
1.618 1.3875
1.000 1.3803
0.618 1.3758
HIGH 1.3686
0.618 1.3641
0.500 1.3628
0.382 1.3614
LOW 1.3569
0.618 1.3497
1.000 1.3452
1.618 1.3380
2.618 1.3263
4.250 1.3072
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 1.3628 1.3553
PP 1.3614 1.3519
S1 1.3600 1.3486

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

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