CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 1.3250 1.3300 0.0050 0.4% 1.3330
High 1.3255 1.3303 0.0048 0.4% 1.3330
Low 1.3250 1.3300 0.0050 0.4% 1.3143
Close 1.3246 1.3309 0.0063 0.5% 1.3309
Range 0.0005 0.0003 -0.0002 -40.0% 0.0187
ATR 0.0077 0.0075 -0.0001 -1.8% 0.0000
Volume 10 3 -7 -70.0% 31
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3313 1.3314 1.3311
R3 1.3310 1.3311 1.3310
R2 1.3307 1.3307 1.3310
R1 1.3308 1.3308 1.3309 1.3308
PP 1.3304 1.3304 1.3304 1.3304
S1 1.3305 1.3305 1.3309 1.3305
S2 1.3301 1.3301 1.3308
S3 1.3298 1.3302 1.3308
S4 1.3295 1.3299 1.3307
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3822 1.3752 1.3412
R3 1.3635 1.3565 1.3360
R2 1.3448 1.3448 1.3343
R1 1.3378 1.3378 1.3326 1.3320
PP 1.3261 1.3261 1.3261 1.3231
S1 1.3191 1.3191 1.3292 1.3133
S2 1.3074 1.3074 1.3275
S3 1.2887 1.3004 1.3258
S4 1.2700 1.2817 1.3206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3330 1.3143 0.0187 1.4% 0.0024 0.2% 89% False False 6
10 1.3470 1.3143 0.0327 2.5% 0.0028 0.2% 51% False False 4
20 1.3625 1.3143 0.0482 3.6% 0.0022 0.2% 34% False False 5
40 1.3765 1.3143 0.0622 4.7% 0.0018 0.1% 27% False False 4
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3316
2.618 1.3311
1.618 1.3308
1.000 1.3306
0.618 1.3305
HIGH 1.3303
0.618 1.3302
0.500 1.3302
0.382 1.3301
LOW 1.3300
0.618 1.3298
1.000 1.3297
1.618 1.3295
2.618 1.3292
4.250 1.3287
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 1.3307 1.3280
PP 1.3304 1.3252
S1 1.3302 1.3223

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

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