CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 1.2245 1.2190 -0.0055 -0.4% 1.2289
High 1.2245 1.2230 -0.0015 -0.1% 1.2342
Low 1.2169 1.2001 -0.0168 -1.4% 1.2001
Close 1.2199 1.1988 -0.0211 -1.7% 1.1988
Range 0.0076 0.0229 0.0153 201.3% 0.0341
ATR 0.0149 0.0155 0.0006 3.8% 0.0000
Volume 105 3 -102 -97.1% 180
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.2760 1.2603 1.2114
R3 1.2531 1.2374 1.2051
R2 1.2302 1.2302 1.2030
R1 1.2145 1.2145 1.2009 1.2109
PP 1.2073 1.2073 1.2073 1.2055
S1 1.1916 1.1916 1.1967 1.1880
S2 1.1844 1.1844 1.1946
S3 1.1615 1.1687 1.1925
S4 1.1386 1.1458 1.1862
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.3133 1.2902 1.2176
R3 1.2792 1.2561 1.2082
R2 1.2451 1.2451 1.2051
R1 1.2220 1.2220 1.2019 1.2165
PP 1.2110 1.2110 1.2110 1.2083
S1 1.1879 1.1879 1.1957 1.1824
S2 1.1769 1.1769 1.1925
S3 1.1428 1.1538 1.1894
S4 1.1087 1.1197 1.1800
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2350 1.2001 0.0349 2.9% 0.0120 1.0% -4% False True 37
10 1.2760 1.2001 0.0759 6.3% 0.0135 1.1% -2% False True 49
20 1.3112 1.2001 0.1111 9.3% 0.0144 1.2% -1% False True 55
40 1.3625 1.2001 0.1624 13.5% 0.0096 0.8% -1% False True 31
60 1.3765 1.2001 0.1764 14.7% 0.0070 0.6% -1% False True 22
80 1.3765 1.2001 0.1764 14.7% 0.0054 0.4% -1% False True 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3203
2.618 1.2830
1.618 1.2601
1.000 1.2459
0.618 1.2372
HIGH 1.2230
0.618 1.2143
0.500 1.2116
0.382 1.2088
LOW 1.2001
0.618 1.1859
1.000 1.1772
1.618 1.1630
2.618 1.1401
4.250 1.1028
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 1.2116 1.2139
PP 1.2073 1.2088
S1 1.2031 1.2038

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

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