CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 1.3736 1.3688 -0.0048 -0.3% 1.3628
High 1.3790 1.3689 -0.0101 -0.7% 1.3834
Low 1.3591 1.3535 -0.0056 -0.4% 1.3535
Close 1.3684 1.3614 -0.0070 -0.5% 1.3614
Range 0.0199 0.0154 -0.0045 -22.6% 0.0299
ATR 0.0131 0.0132 0.0002 1.3% 0.0000
Volume 926 1,322 396 42.8% 5,416
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4075 1.3998 1.3699
R3 1.3921 1.3844 1.3656
R2 1.3767 1.3767 1.3642
R1 1.3690 1.3690 1.3628 1.3652
PP 1.3613 1.3613 1.3613 1.3593
S1 1.3536 1.3536 1.3600 1.3498
S2 1.3459 1.3459 1.3586
S3 1.3305 1.3382 1.3572
S4 1.3151 1.3228 1.3529
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4558 1.4385 1.3778
R3 1.4259 1.4086 1.3696
R2 1.3960 1.3960 1.3669
R1 1.3787 1.3787 1.3641 1.3724
PP 1.3661 1.3661 1.3661 1.3630
S1 1.3488 1.3488 1.3587 1.3425
S2 1.3362 1.3362 1.3559
S3 1.3063 1.3189 1.3532
S4 1.2764 1.2890 1.3450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3834 1.3535 0.0299 2.2% 0.0152 1.1% 26% False True 1,083
10 1.4017 1.3535 0.0482 3.5% 0.0139 1.0% 16% False True 813
20 1.4499 1.3535 0.0964 7.1% 0.0131 1.0% 8% False True 617
40 1.4578 1.3535 0.1043 7.7% 0.0126 0.9% 8% False True 435
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4344
2.618 1.4092
1.618 1.3938
1.000 1.3843
0.618 1.3784
HIGH 1.3689
0.618 1.3630
0.500 1.3612
0.382 1.3594
LOW 1.3535
0.618 1.3440
1.000 1.3381
1.618 1.3286
2.618 1.3132
4.250 1.2881
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 1.3613 1.3672
PP 1.3613 1.3653
S1 1.3612 1.3633

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

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