CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 1.3727 1.3628 -0.0099 -0.7% 1.3861
High 1.3740 1.3709 -0.0031 -0.2% 1.4017
Low 1.3585 1.3621 0.0036 0.3% 1.3585
Close 1.3632 1.3668 0.0036 0.3% 1.3632
Range 0.0155 0.0088 -0.0067 -43.2% 0.0432
ATR 0.0122 0.0120 -0.0002 -2.0% 0.0000
Volume 1,035 1,346 311 30.0% 2,721
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3930 1.3887 1.3716
R3 1.3842 1.3799 1.3692
R2 1.3754 1.3754 1.3684
R1 1.3711 1.3711 1.3676 1.3733
PP 1.3666 1.3666 1.3666 1.3677
S1 1.3623 1.3623 1.3660 1.3645
S2 1.3578 1.3578 1.3652
S3 1.3490 1.3535 1.3644
S4 1.3402 1.3447 1.3620
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.5041 1.4768 1.3870
R3 1.4609 1.4336 1.3751
R2 1.4177 1.4177 1.3711
R1 1.3904 1.3904 1.3672 1.3825
PP 1.3745 1.3745 1.3745 1.3705
S1 1.3472 1.3472 1.3592 1.3393
S2 1.3313 1.3313 1.3553
S3 1.2881 1.3040 1.3513
S4 1.2449 1.2608 1.3394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4017 1.3585 0.0432 3.2% 0.0127 0.9% 19% False False 710
10 1.4165 1.3585 0.0580 4.2% 0.0115 0.8% 14% False False 585
20 1.4569 1.3585 0.0984 7.2% 0.0118 0.9% 8% False False 480
40 1.4715 1.3585 0.1130 8.3% 0.0115 0.8% 7% False False 335
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4083
2.618 1.3939
1.618 1.3851
1.000 1.3797
0.618 1.3763
HIGH 1.3709
0.618 1.3675
0.500 1.3665
0.382 1.3655
LOW 1.3621
0.618 1.3567
1.000 1.3533
1.618 1.3479
2.618 1.3391
4.250 1.3247
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 1.3667 1.3739
PP 1.3666 1.3715
S1 1.3665 1.3692

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

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