CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 1.3596 1.3515 -0.0081 -0.6% 1.3613
High 1.3688 1.3624 -0.0064 -0.5% 1.3784
Low 1.3494 1.3502 0.0008 0.1% 1.3441
Close 1.3520 1.3523 0.0003 0.0% 1.3593
Range 0.0194 0.0122 -0.0072 -37.1% 0.0343
ATR 0.0144 0.0143 -0.0002 -1.1% 0.0000
Volume 1,844 4,302 2,458 133.3% 9,554
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3916 1.3841 1.3590
R3 1.3794 1.3719 1.3557
R2 1.3672 1.3672 1.3545
R1 1.3597 1.3597 1.3534 1.3635
PP 1.3550 1.3550 1.3550 1.3568
S1 1.3475 1.3475 1.3512 1.3513
S2 1.3428 1.3428 1.3501
S3 1.3306 1.3353 1.3489
S4 1.3184 1.3231 1.3456
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4635 1.4457 1.3782
R3 1.4292 1.4114 1.3687
R2 1.3949 1.3949 1.3656
R1 1.3771 1.3771 1.3624 1.3689
PP 1.3606 1.3606 1.3606 1.3565
S1 1.3428 1.3428 1.3562 1.3346
S2 1.3263 1.3263 1.3530
S3 1.2920 1.3085 1.3499
S4 1.2577 1.2742 1.3404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3688 1.3441 0.0247 1.8% 0.0145 1.1% 33% False False 2,669
10 1.3809 1.3441 0.0368 2.7% 0.0161 1.2% 22% False False 2,135
20 1.4077 1.3441 0.0636 4.7% 0.0141 1.0% 13% False False 1,384
40 1.4569 1.3441 0.1128 8.3% 0.0133 1.0% 7% False False 837
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4143
2.618 1.3943
1.618 1.3821
1.000 1.3746
0.618 1.3699
HIGH 1.3624
0.618 1.3577
0.500 1.3563
0.382 1.3549
LOW 1.3502
0.618 1.3427
1.000 1.3380
1.618 1.3305
2.618 1.3183
4.250 1.2984
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 1.3563 1.3591
PP 1.3550 1.3568
S1 1.3536 1.3546

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

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