CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 1.3550 1.3500 -0.0050 -0.4% 1.3625
High 1.3558 1.3500 -0.0058 -0.4% 1.3625
Low 1.3530 1.3500 -0.0030 -0.2% 1.3500
Close 1.3571 1.3493 -0.0078 -0.6% 1.3493
Range 0.0028 0.0000 -0.0028 -100.0% 0.0125
ATR 0.0074 0.0074 0.0000 -0.3% 0.0000
Volume 2 32 30 1,500.0% 50
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3498 1.3495 1.3493
R3 1.3498 1.3495 1.3493
R2 1.3498 1.3498 1.3493
R1 1.3495 1.3495 1.3493 1.3497
PP 1.3498 1.3498 1.3498 1.3498
S1 1.3495 1.3495 1.3493 1.3497
S2 1.3498 1.3498 1.3493
S3 1.3498 1.3495 1.3493
S4 1.3498 1.3495 1.3493
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3914 1.3829 1.3562
R3 1.3789 1.3704 1.3527
R2 1.3664 1.3664 1.3516
R1 1.3579 1.3579 1.3504 1.3559
PP 1.3539 1.3539 1.3539 1.3530
S1 1.3454 1.3454 1.3482 1.3434
S2 1.3414 1.3414 1.3470
S3 1.3289 1.3329 1.3459
S4 1.3164 1.3204 1.3424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3625 1.3500 0.0125 0.9% 0.0019 0.1% -6% False True 10
10 1.3625 1.3316 0.0309 2.3% 0.0016 0.1% 57% False False 6
20 1.3625 1.3273 0.0352 2.6% 0.0022 0.2% 63% False False 5
40 1.3765 1.3273 0.0492 3.6% 0.0012 0.1% 45% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3500
2.618 1.3500
1.618 1.3500
1.000 1.3500
0.618 1.3500
HIGH 1.3500
0.618 1.3500
0.500 1.3500
0.382 1.3500
LOW 1.3500
0.618 1.3500
1.000 1.3500
1.618 1.3500
2.618 1.3500
4.250 1.3500
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 1.3500 1.3563
PP 1.3498 1.3539
S1 1.3495 1.3516

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

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