CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 1.3502 1.3483 -0.0019 -0.1% 1.3500
High 1.3502 1.3483 -0.0019 -0.1% 1.3575
Low 1.3502 1.3483 -0.0019 -0.1% 1.3403
Close 1.3483 1.3483 0.0000 0.0% 1.3483
Range
ATR 0.0075 0.0070 -0.0005 -7.1% 0.0000
Volume 15 1 -14 -93.3% 31
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3483 1.3483 1.3483
R3 1.3483 1.3483 1.3483
R2 1.3483 1.3483 1.3483
R1 1.3483 1.3483 1.3483 1.3483
PP 1.3483 1.3483 1.3483 1.3483
S1 1.3483 1.3483 1.3483 1.3483
S2 1.3483 1.3483 1.3483
S3 1.3483 1.3483 1.3483
S4 1.3483 1.3483 1.3483
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4003 1.3915 1.3578
R3 1.3831 1.3743 1.3530
R2 1.3659 1.3659 1.3515
R1 1.3571 1.3571 1.3499 1.3529
PP 1.3487 1.3487 1.3487 1.3466
S1 1.3399 1.3399 1.3467 1.3357
S2 1.3315 1.3315 1.3451
S3 1.3143 1.3227 1.3436
S4 1.2971 1.3055 1.3388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3575 1.3403 0.0172 1.3% 0.0027 0.2% 47% False False 6
10 1.3575 1.3273 0.0302 2.2% 0.0029 0.2% 70% False False 4
20 1.3765 1.3273 0.0492 3.6% 0.0014 0.1% 43% False False 3
40 1.3810 1.3273 0.0537 4.0% 0.0010 0.1% 39% False False 11
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3483
2.618 1.3483
1.618 1.3483
1.000 1.3483
0.618 1.3483
HIGH 1.3483
0.618 1.3483
0.500 1.3483
0.382 1.3483
LOW 1.3483
0.618 1.3483
1.000 1.3483
1.618 1.3483
2.618 1.3483
4.250 1.3483
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 1.3483 1.3529
PP 1.3483 1.3514
S1 1.3483 1.3498

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

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