CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 1.3319 1.3231 -0.0088 -0.7% 1.3403
High 1.3319 1.3386 0.0067 0.5% 1.3470
Low 1.3319 1.3231 -0.0088 -0.7% 1.3231
Close 1.3313 1.3387 0.0074 0.6% 1.3387
Range 0.0000 0.0155 0.0155 0.0239
ATR 0.0068 0.0075 0.0006 9.0% 0.0000
Volume 4 8 4 100.0% 18
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3800 1.3748 1.3472
R3 1.3645 1.3593 1.3430
R2 1.3490 1.3490 1.3415
R1 1.3438 1.3438 1.3401 1.3464
PP 1.3335 1.3335 1.3335 1.3348
S1 1.3283 1.3283 1.3373 1.3309
S2 1.3180 1.3180 1.3359
S3 1.3025 1.3128 1.3344
S4 1.2870 1.2973 1.3302
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4080 1.3972 1.3518
R3 1.3841 1.3733 1.3453
R2 1.3602 1.3602 1.3431
R1 1.3494 1.3494 1.3409 1.3429
PP 1.3363 1.3363 1.3363 1.3330
S1 1.3255 1.3255 1.3365 1.3190
S2 1.3124 1.3124 1.3343
S3 1.2885 1.3016 1.3321
S4 1.2646 1.2777 1.3256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3470 1.3231 0.0239 1.8% 0.0031 0.2% 65% False True 3
10 1.3625 1.3231 0.0394 2.9% 0.0025 0.2% 40% False True 6
20 1.3625 1.3231 0.0394 2.9% 0.0023 0.2% 40% False True 5
40 1.3765 1.3231 0.0534 4.0% 0.0015 0.1% 29% False True 4
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 55 trading days
Fibonacci Retracements and Extensions
4.250 1.4045
2.618 1.3792
1.618 1.3637
1.000 1.3541
0.618 1.3482
HIGH 1.3386
0.618 1.3327
0.500 1.3309
0.382 1.3290
LOW 1.3231
0.618 1.3135
1.000 1.3076
1.618 1.2980
2.618 1.2825
4.250 1.2572
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 1.3361 1.3363
PP 1.3335 1.3340
S1 1.3309 1.3316

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

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