CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 1.3167 1.2940 -0.0227 -1.7% 1.3330
High 1.3167 1.2940 -0.0227 -1.7% 1.3330
Low 1.3000 1.2846 -0.0154 -1.2% 1.3143
Close 1.3009 1.2835 -0.0174 -1.3% 1.3309
Range 0.0167 0.0094 -0.0073 -43.7% 0.0187
ATR 0.0087 0.0092 0.0005 6.3% 0.0000
Volume 5 25 20 400.0% 31
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1.3156 1.3089 1.2887
R3 1.3062 1.2995 1.2861
R2 1.2968 1.2968 1.2852
R1 1.2901 1.2901 1.2844 1.2888
PP 1.2874 1.2874 1.2874 1.2867
S1 1.2807 1.2807 1.2826 1.2794
S2 1.2780 1.2780 1.2818
S3 1.2686 1.2713 1.2809
S4 1.2592 1.2619 1.2783
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 1.2846 0.0457 3.6% 0.0054 0.4% -2% False True 9
10 1.3386 1.2846 0.0540 4.2% 0.0054 0.4% -2% False True 7
20 1.3625 1.2846 0.0779 6.1% 0.0035 0.3% -1% False True 7
40 1.3765 1.2846 0.0919 7.2% 0.0025 0.2% -1% False True 5
60 1.3765 1.2846 0.0919 7.2% 0.0018 0.1% -1% False True 9
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3340
2.618 1.3186
1.618 1.3092
1.000 1.3034
0.618 1.2998
HIGH 1.2940
0.618 1.2904
0.500 1.2893
0.382 1.2882
LOW 1.2846
0.618 1.2788
1.000 1.2752
1.618 1.2694
2.618 1.2600
4.250 1.2447
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 1.2893 1.3031
PP 1.2874 1.2966
S1 1.2854 1.2900

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

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