CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 1.4408 1.4480 0.0072 0.5% 1.4304
High 1.4545 1.4536 -0.0009 -0.1% 1.4476
Low 1.4408 1.4460 0.0052 0.4% 1.4255
Close 1.4513 1.4490 -0.0023 -0.2% 1.4410
Range 0.0137 0.0076 -0.0061 -44.5% 0.0221
ATR 0.0124 0.0121 -0.0003 -2.8% 0.0000
Volume 631 260 -371 -58.8% 1,399
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4723 1.4683 1.4532
R3 1.4647 1.4607 1.4511
R2 1.4571 1.4571 1.4504
R1 1.4531 1.4531 1.4497 1.4551
PP 1.4495 1.4495 1.4495 1.4506
S1 1.4455 1.4455 1.4483 1.4475
S2 1.4419 1.4419 1.4476
S3 1.4343 1.4379 1.4469
S4 1.4267 1.4303 1.4448
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.5043 1.4948 1.4532
R3 1.4822 1.4727 1.4471
R2 1.4601 1.4601 1.4451
R1 1.4506 1.4506 1.4430 1.4554
PP 1.4380 1.4380 1.4380 1.4404
S1 1.4285 1.4285 1.4390 1.4333
S2 1.4159 1.4159 1.4369
S3 1.3938 1.4064 1.4349
S4 1.3717 1.3843 1.4288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4545 1.4263 0.0282 1.9% 0.0135 0.9% 80% False False 372
10 1.4545 1.4255 0.0290 2.0% 0.0133 0.9% 81% False False 271
20 1.4649 1.4213 0.0436 3.0% 0.0117 0.8% 64% False False 232
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4859
2.618 1.4735
1.618 1.4659
1.000 1.4612
0.618 1.4583
HIGH 1.4536
0.618 1.4507
0.500 1.4498
0.382 1.4489
LOW 1.4460
0.618 1.4413
1.000 1.4384
1.618 1.4337
2.618 1.4261
4.250 1.4137
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 1.4498 1.4461
PP 1.4495 1.4433
S1 1.4493 1.4404

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

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