CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 13-Apr-2010

Day Change Summary
	Previous	Current
	12-Apr-2010	13-Apr-2010	Change	Change %	Previous Week
Open	1.3613	1.3594	-0.0019	-0.1%	1.3493
High	1.3686	1.3621	-0.0065	-0.5%	1.3535
Low	1.3569	1.3546	-0.0023	-0.2%	1.3285
Close	1.3586	1.3594	0.0008	0.1%	1.3454
Range	0.0117	0.0075	-0.0042	-35.9%	0.0250
ATR	0.0117	0.0114	-0.0003	-2.6%	0.0000
Volume	872	334	-538	-61.7%	2,124

Daily Pivots for day following 13-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3812	1.3778	1.3635
R3	1.3737	1.3703	1.3615
R2	1.3662	1.3662	1.3608
R1	1.3628	1.3628	1.3601	1.3632
PP	1.3587	1.3587	1.3587	1.3589
S1	1.3553	1.3553	1.3587	1.3557
S2	1.3512	1.3512	1.3580
S3	1.3437	1.3478	1.3573
S4	1.3362	1.3403	1.3553

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	2.9%	0.0098	0.7%	77%	False	False	498
10	1.3686	1.3285	0.0401	2.9%	0.0111	0.8%	77%	False	False	573
20	1.3812	1.3268	0.0544	4.0%	0.0114	0.8%	60%	False	False	528
40	1.3812	1.3268	0.0544	4.0%	0.0083	0.6%	60%	False	False	293

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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3940
2.618	1.3817
1.618	1.3742
1.000	1.3696
0.618	1.3667
HIGH	1.3621
0.618	1.3592
0.500	1.3584
0.382	1.3575
LOW	1.3546
0.618	1.3500
1.000	1.3471
1.618	1.3425
2.618	1.3350
4.250	1.3227

Fisher Pivots for day following 13-Apr-2010
Pivot	1 day	3 day
R1	1.3591	1.3570
PP	1.3587	1.3545
S1	1.3584	1.3521

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols