CME Euro FX (E) Future September 2010


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Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 1.2540 1.2363 -0.0177 -1.4% 1.2927
High 1.2582 1.2427 -0.0155 -1.2% 1.3101
Low 1.2365 1.2244 -0.0121 -1.0% 1.2365
Close 1.2395 1.2397 0.0002 0.0% 1.2395
Range 0.0217 0.0183 -0.0034 -15.7% 0.0736
ATR 0.0169 0.0170 0.0001 0.6% 0.0000
Volume 2,357 4,995 2,638 111.9% 14,279
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 1.2905 1.2834 1.2498
R3 1.2722 1.2651 1.2447
R2 1.2539 1.2539 1.2431
R1 1.2468 1.2468 1.2414 1.2504
PP 1.2356 1.2356 1.2356 1.2374
S1 1.2285 1.2285 1.2380 1.2321
S2 1.2173 1.2173 1.2363
S3 1.1990 1.2102 1.2347
S4 1.1807 1.1919 1.2296
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.4828 1.4348 1.2800
R3 1.4092 1.3612 1.2597
R2 1.3356 1.3356 1.2530
R1 1.2876 1.2876 1.2462 1.2748
PP 1.2620 1.2620 1.2620 1.2557
S1 1.2140 1.2140 1.2328 1.2012
S2 1.1884 1.1884 1.2260
S3 1.1148 1.1404 1.2193
S4 1.0412 1.0668 1.1990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2799 1.2244 0.0555 4.5% 0.0166 1.3% 28% False True 3,267
10 1.3211 1.2244 0.0967 7.8% 0.0212 1.7% 16% False True 3,282
20 1.3516 1.2244 0.1272 10.3% 0.0175 1.4% 12% False True 2,435
40 1.3686 1.2244 0.1442 11.6% 0.0143 1.2% 11% False True 1,508
60 1.3812 1.2244 0.1568 12.6% 0.0119 1.0% 10% False True 1,066
80 1.4136 1.2244 0.1892 15.3% 0.0094 0.8% 8% False True 804
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 True
Bull Hook False
Stretch 0.0049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3205
2.618 1.2906
1.618 1.2723
1.000 1.2610
0.618 1.2540
HIGH 1.2427
0.618 1.2357
0.500 1.2336
0.382 1.2314
LOW 1.2244
0.618 1.2131
1.000 1.2061
1.618 1.1948
2.618 1.1765
4.250 1.1466
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 1.2377 1.2469
PP 1.2356 1.2445
S1 1.2336 1.2421

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

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