CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 1.3369 1.3323 -0.0046 -0.3% 1.3500
High 1.3369 1.3379 0.0010 0.1% 1.3575
Low 1.3369 1.3316 -0.0053 -0.4% 1.3403
Close 1.3369 1.3348 -0.0021 -0.2% 1.3483
Range 0.0000 0.0063 0.0063 0.0172
ATR 0.0068 0.0067 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 31
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3537 1.3505 1.3383
R3 1.3474 1.3442 1.3365
R2 1.3411 1.3411 1.3360
R1 1.3379 1.3379 1.3354 1.3395
PP 1.3348 1.3348 1.3348 1.3356
S1 1.3316 1.3316 1.3342 1.3332
S2 1.3285 1.3285 1.3336
S3 1.3222 1.3253 1.3331
S4 1.3159 1.3190 1.3313
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 1.3502 1.3316 0.0186 1.4% 0.0013 0.1% 17% False True 3
10 1.3575 1.3316 0.0259 1.9% 0.0020 0.1% 12% False True 3
20 1.3765 1.3273 0.0492 3.7% 0.0018 0.1% 15% False False 3
40 1.3765 1.3273 0.0492 3.7% 0.0011 0.1% 15% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3647
2.618 1.3544
1.618 1.3481
1.000 1.3442
0.618 1.3418
HIGH 1.3379
0.618 1.3355
0.500 1.3348
0.382 1.3340
LOW 1.3316
0.618 1.3277
1.000 1.3253
1.618 1.3214
2.618 1.3151
4.250 1.3048
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 1.3348 1.3354
PP 1.3348 1.3352
S1 1.3348 1.3350

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

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