CME Euro FX (E) Future September 2010


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Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 1.2358 1.2388 0.0030 0.2% 1.2363
High 1.2371 1.2388 0.0017 0.1% 1.2684
Low 1.2202 1.2186 -0.0016 -0.1% 1.2152
Close 1.2334 1.2216 -0.0118 -1.0% 1.2598
Range 0.0169 0.0202 0.0033 19.5% 0.0532
ATR 0.0199 0.0199 0.0000 0.1% 0.0000
Volume 3,050 4,702 1,652 54.2% 28,879
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 1.2869 1.2745 1.2327
R3 1.2667 1.2543 1.2272
R2 1.2465 1.2465 1.2253
R1 1.2341 1.2341 1.2235 1.2302
PP 1.2263 1.2263 1.2263 1.2244
S1 1.2139 1.2139 1.2197 1.2100
S2 1.2061 1.2061 1.2179
S3 1.1859 1.1937 1.2160
S4 1.1657 1.1735 1.2105
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.4074 1.3868 1.2891
R3 1.3542 1.3336 1.2744
R2 1.3010 1.3010 1.2696
R1 1.2804 1.2804 1.2647 1.2907
PP 1.2478 1.2478 1.2478 1.2530
S1 1.2272 1.2272 1.2549 1.2375
S2 1.1946 1.1946 1.2500
S3 1.1414 1.1740 1.2452
S4 1.0882 1.1208 1.2305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2684 1.2186 0.0498 4.1% 0.0216 1.8% 6% False True 4,968
10 1.2693 1.2152 0.0541 4.4% 0.0221 1.8% 12% False False 4,639
20 1.3341 1.2152 0.1189 9.7% 0.0207 1.7% 5% False False 3,827
40 1.3686 1.2152 0.1534 12.6% 0.0162 1.3% 4% False False 2,368
60 1.3812 1.2152 0.1660 13.6% 0.0138 1.1% 4% False False 1,679
80 1.3888 1.2152 0.1736 14.2% 0.0114 0.9% 4% False False 1,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3247
2.618 1.2917
1.618 1.2715
1.000 1.2590
0.618 1.2513
HIGH 1.2388
0.618 1.2311
0.500 1.2287
0.382 1.2263
LOW 1.2186
0.618 1.2061
1.000 1.1984
1.618 1.1859
2.618 1.1657
4.250 1.1328
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 1.2287 1.2373
PP 1.2263 1.2321
S1 1.2240 1.2268

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

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