CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 1.3515 1.3539 0.0024 0.2% 1.3613
High 1.3624 1.3569 -0.0055 -0.4% 1.3784
Low 1.3502 1.3450 -0.0052 -0.4% 1.3441
Close 1.3523 1.3542 0.0019 0.1% 1.3593
Range 0.0122 0.0119 -0.0003 -2.5% 0.0343
ATR 0.0143 0.0141 -0.0002 -1.2% 0.0000
Volume 4,302 2,901 -1,401 -32.6% 9,554
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3877 1.3829 1.3607
R3 1.3758 1.3710 1.3575
R2 1.3639 1.3639 1.3564
R1 1.3591 1.3591 1.3553 1.3615
PP 1.3520 1.3520 1.3520 1.3533
S1 1.3472 1.3472 1.3531 1.3496
S2 1.3401 1.3401 1.3520
S3 1.3282 1.3353 1.3509
S4 1.3163 1.3234 1.3477
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% 0.0138 1.0% 41% False False 2,862
10 1.3790 1.3441 0.0349 2.6% 0.0160 1.2% 29% False False 2,311
20 1.4030 1.3441 0.0589 4.3% 0.0143 1.1% 17% False False 1,509
40 1.4569 1.3441 0.1128 8.3% 0.0135 1.0% 9% False False 909
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 0.0039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4075
2.618 1.3881
1.618 1.3762
1.000 1.3688
0.618 1.3643
HIGH 1.3569
0.618 1.3524
0.500 1.3510
0.382 1.3495
LOW 1.3450
0.618 1.3376
1.000 1.3331
1.618 1.3257
2.618 1.3138
4.250 1.2944
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 1.3531 1.3569
PP 1.3520 1.3560
S1 1.3510 1.3551

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

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