CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 1.2927 1.2785 -0.0142 -1.1% 1.3331
High 1.3101 1.2799 -0.0302 -2.3% 1.3334
Low 1.2763 1.2663 -0.0100 -0.8% 1.2530
Close 1.2806 1.2702 -0.0104 -0.8% 1.2748
Range 0.0338 0.0136 -0.0202 -59.8% 0.0804
ATR 0.0170 0.0168 -0.0002 -1.1% 0.0000
Volume 2,938 4,236 1,298 44.2% 14,800
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 1.3129 1.3052 1.2777
R3 1.2993 1.2916 1.2739
R2 1.2857 1.2857 1.2727
R1 1.2780 1.2780 1.2714 1.2751
PP 1.2721 1.2721 1.2721 1.2707
S1 1.2644 1.2644 1.2690 1.2615
S2 1.2585 1.2585 1.2677
S3 1.2449 1.2508 1.2665
S4 1.2313 1.2372 1.2627
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.5283 1.4819 1.3190
R3 1.4479 1.4015 1.2969
R2 1.3675 1.3675 1.2895
R1 1.3211 1.3211 1.2822 1.3041
PP 1.2871 1.2871 1.2871 1.2786
S1 1.2407 1.2407 1.2674 1.2237
S2 1.2067 1.2067 1.2601
S3 1.1263 1.1603 1.2527
S4 1.0459 1.0799 1.2306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3101 1.2530 0.0571 4.5% 0.0240 1.9% 30% False False 3,994
10 1.3341 1.2530 0.0811 6.4% 0.0195 1.5% 21% False False 2,899
20 1.3675 1.2530 0.1145 9.0% 0.0159 1.3% 15% False False 2,021
40 1.3812 1.2530 0.1282 10.1% 0.0137 1.1% 13% False False 1,275
60 1.3812 1.2530 0.1282 10.1% 0.0109 0.9% 13% False False 869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0037
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3377
2.618 1.3155
1.618 1.3019
1.000 1.2935
0.618 1.2883
HIGH 1.2799
0.618 1.2747
0.500 1.2731
0.382 1.2715
LOW 1.2663
0.618 1.2579
1.000 1.2527
1.618 1.2443
2.618 1.2307
4.250 1.2085
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 1.2731 1.2852
PP 1.2721 1.2802
S1 1.2712 1.2752

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

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