CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 1.3530 1.3533 0.0003 0.0% 1.3560
High 1.3530 1.3575 0.0045 0.3% 1.3560
Low 1.3530 1.3533 0.0003 0.0% 1.3273
Close 1.3509 1.3567 0.0058 0.4% 1.3399
Range 0.0000 0.0042 0.0042 0.0287
ATR 0.0077 0.0076 -0.0001 -1.0% 0.0000
Volume 3 2 -1 -33.3% 17
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3684 1.3668 1.3590
R3 1.3642 1.3626 1.3579
R2 1.3600 1.3600 1.3575
R1 1.3584 1.3584 1.3571 1.3592
PP 1.3558 1.3558 1.3558 1.3563
S1 1.3542 1.3542 1.3563 1.3550
S2 1.3516 1.3516 1.3559
S3 1.3474 1.3500 1.3555
S4 1.3432 1.3458 1.3544
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4272 1.4122 1.3557
R3 1.3985 1.3835 1.3478
R2 1.3698 1.3698 1.3452
R1 1.3548 1.3548 1.3425 1.3480
PP 1.3411 1.3411 1.3411 1.3376
S1 1.3261 1.3261 1.3373 1.3193
S2 1.3124 1.3124 1.3346
S3 1.2837 1.2974 1.3320
S4 1.2550 1.2687 1.3241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3575 1.3365 0.0210 1.5% 0.0027 0.2% 96% True False 3
10 1.3575 1.3273 0.0302 2.2% 0.0029 0.2% 97% True False 3
20 1.3765 1.3273 0.0492 3.6% 0.0014 0.1% 60% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3754
2.618 1.3685
1.618 1.3643
1.000 1.3617
0.618 1.3601
HIGH 1.3575
0.618 1.3559
0.500 1.3554
0.382 1.3549
LOW 1.3533
0.618 1.3507
1.000 1.3491
1.618 1.3465
2.618 1.3423
4.250 1.3355
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 1.3563 1.3541
PP 1.3558 1.3515
S1 1.3554 1.3489

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

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