CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 1.3300 1.3216 -0.0084 -0.6% 1.3330
High 1.3303 1.3216 -0.0087 -0.7% 1.3330
Low 1.3300 1.3216 -0.0084 -0.6% 1.3143
Close 1.3309 1.3216 -0.0093 -0.7% 1.3309
Range 0.0003 0.0000 -0.0003 -100.0% 0.0187
ATR 0.0075 0.0077 0.0001 1.7% 0.0000
Volume 3 5 2 66.7% 31
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 1.3216 1.3216 1.3216
R3 1.3216 1.3216 1.3216
R2 1.3216 1.3216 1.3216
R1 1.3216 1.3216 1.3216 1.3216
PP 1.3216 1.3216 1.3216 1.3216
S1 1.3216 1.3216 1.3216 1.3216
S2 1.3216 1.3216 1.3216
S3 1.3216 1.3216 1.3216
S4 1.3216 1.3216 1.3216
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 1.3303 1.3143 0.0160 1.2% 0.0024 0.2% 46% False False 4
10 1.3470 1.3143 0.0327 2.5% 0.0028 0.2% 22% False False 5
20 1.3625 1.3143 0.0482 3.6% 0.0022 0.2% 15% False False 5
40 1.3765 1.3143 0.0622 4.7% 0.0018 0.1% 12% False False 4
60 1.3810 1.3143 0.0667 5.0% 0.0014 0.1% 11% False False 9
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3216
2.618 1.3216
1.618 1.3216
1.000 1.3216
0.618 1.3216
HIGH 1.3216
0.618 1.3216
0.500 1.3216
0.382 1.3216
LOW 1.3216
0.618 1.3216
1.000 1.3216
1.618 1.3216
2.618 1.3216
4.250 1.3216
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 1.3216 1.3260
PP 1.3216 1.3245
S1 1.3216 1.3231

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

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