CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 1.3143 1.3250 0.0107 0.8% 1.3403
High 1.3200 1.3255 0.0055 0.4% 1.3470
Low 1.3143 1.3250 0.0107 0.8% 1.3231
Close 1.3188 1.3246 0.0058 0.4% 1.3387
Range 0.0057 0.0005 -0.0052 -91.2% 0.0239
ATR 0.0077 0.0077 -0.0001 -1.0% 0.0000
Volume 5 10 5 100.0% 18
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3265 1.3261 1.3249
R3 1.3260 1.3256 1.3247
R2 1.3255 1.3255 1.3247
R1 1.3251 1.3251 1.3246 1.3251
PP 1.3250 1.3250 1.3250 1.3250
S1 1.3246 1.3246 1.3246 1.3246
S2 1.3245 1.3245 1.3245
S3 1.3240 1.3241 1.3245
S4 1.3235 1.3236 1.3243
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 1.3386 1.3143 0.0243 1.8% 0.0054 0.4% 42% False False 7
10 1.3500 1.3143 0.0357 2.7% 0.0027 0.2% 29% False False 7
20 1.3625 1.3143 0.0482 3.6% 0.0022 0.2% 21% False False 6
40 1.3765 1.3143 0.0622 4.7% 0.0018 0.1% 17% False False 4
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3276
2.618 1.3268
1.618 1.3263
1.000 1.3260
0.618 1.3258
HIGH 1.3255
0.618 1.3253
0.500 1.3253
0.382 1.3252
LOW 1.3250
0.618 1.3247
1.000 1.3245
1.618 1.3242
2.618 1.3237
4.250 1.3229
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 1.3253 1.3230
PP 1.3250 1.3215
S1 1.3248 1.3199

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

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