CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 1.3330 1.3213 -0.0117 -0.9% 1.3403
High 1.3330 1.3255 -0.0075 -0.6% 1.3470
Low 1.3330 1.3200 -0.0130 -1.0% 1.3231
Close 1.3344 1.3208 -0.0136 -1.0% 1.3387
Range 0.0000 0.0055 0.0055 0.0239
ATR 0.0073 0.0078 0.0005 6.9% 0.0000
Volume 12 1 -11 -91.7% 18
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3386 1.3352 1.3238
R3 1.3331 1.3297 1.3223
R2 1.3276 1.3276 1.3218
R1 1.3242 1.3242 1.3213 1.3232
PP 1.3221 1.3221 1.3221 1.3216
S1 1.3187 1.3187 1.3203 1.3177
S2 1.3166 1.3166 1.3198
S3 1.3111 1.3132 1.3193
S4 1.3056 1.3077 1.3178
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 1.3401 1.3200 0.0201 1.5% 0.0042 0.3% 4% False True 5
10 1.3625 1.3200 0.0425 3.2% 0.0024 0.2% 2% False True 6
20 1.3625 1.3200 0.0425 3.2% 0.0021 0.2% 2% False True 5
40 1.3765 1.3200 0.0565 4.3% 0.0016 0.1% 1% False True 4
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3489
2.618 1.3399
1.618 1.3344
1.000 1.3310
0.618 1.3289
HIGH 1.3255
0.618 1.3234
0.500 1.3228
0.382 1.3221
LOW 1.3200
0.618 1.3166
1.000 1.3145
1.618 1.3111
2.618 1.3056
4.250 1.2966
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 1.3228 1.3293
PP 1.3221 1.3265
S1 1.3215 1.3236

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

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