CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 1.3583 1.3651 0.0068 0.5% 1.3660
High 1.3700 1.3651 -0.0049 -0.4% 1.3800
Low 1.3583 1.3651 0.0068 0.5% 1.3609
Close 1.3748 1.3608 -0.0140 -1.0% 1.3609
Range 0.0117 0.0000 -0.0117 -100.0% 0.0191
ATR 0.0070 0.0071 0.0002 2.8% 0.0000
Volume 10 5 -5 -50.0% 18
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3637 1.3622 1.3608
R3 1.3637 1.3622 1.3608
R2 1.3637 1.3637 1.3608
R1 1.3622 1.3622 1.3608 1.3630
PP 1.3637 1.3637 1.3637 1.3640
S1 1.3622 1.3622 1.3608 1.3630
S2 1.3637 1.3637 1.3608
S3 1.3637 1.3622 1.3608
S4 1.3637 1.3622 1.3608
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4246 1.4118 1.3714
R3 1.4055 1.3927 1.3662
R2 1.3864 1.3864 1.3644
R1 1.3736 1.3736 1.3627 1.3705
PP 1.3673 1.3673 1.3673 1.3657
S1 1.3545 1.3545 1.3591 1.3514
S2 1.3482 1.3482 1.3574
S3 1.3291 1.3354 1.3556
S4 1.3100 1.3163 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3740 1.3583 0.0157 1.2% 0.0023 0.2% 16% False False 5
10 1.3888 1.3583 0.0305 2.2% 0.0024 0.2% 8% False False 6
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3651
2.618 1.3651
1.618 1.3651
1.000 1.3651
0.618 1.3651
HIGH 1.3651
0.618 1.3651
0.500 1.3651
0.382 1.3651
LOW 1.3651
0.618 1.3651
1.000 1.3651
1.618 1.3651
2.618 1.3651
4.250 1.3651
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 1.3651 1.3642
PP 1.3637 1.3630
S1 1.3622 1.3619

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

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