CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 02-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 02-Apr-2010 Change Change % Previous Week
Open 1.3507 1.3586 0.0079 0.6% 1.3480
High 1.3590 1.3590 0.0000 0.0% 1.3590
Low 1.3459 1.3479 0.0020 0.1% 1.3385
Close 1.3568 1.3484 -0.0084 -0.6% 1.3484
Range 0.0131 0.0111 -0.0020 -15.3% 0.0205
ATR 0.0107 0.0108 0.0000 0.2% 0.0000
Volume 1,109 960 -149 -13.4% 3,064
Daily Pivots for day following 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3851 1.3778 1.3545
R3 1.3740 1.3667 1.3515
R2 1.3629 1.3629 1.3504
R1 1.3556 1.3556 1.3494 1.3537
PP 1.3518 1.3518 1.3518 1.3508
S1 1.3445 1.3445 1.3474 1.3426
S2 1.3407 1.3407 1.3464
S3 1.3296 1.3334 1.3453
S4 1.3185 1.3223 1.3423
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4101 1.3998 1.3597
R3 1.3896 1.3793 1.3540
R2 1.3691 1.3691 1.3522
R1 1.3588 1.3588 1.3503 1.3640
PP 1.3486 1.3486 1.3486 1.3512
S1 1.3383 1.3383 1.3465 1.3435
S2 1.3281 1.3281 1.3446
S3 1.3076 1.3178 1.3428
S4 1.2871 1.2973 1.3371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3590 1.3385 0.0205 1.5% 0.0121 0.9% 48% True False 612
10 1.3590 1.3268 0.0322 2.4% 0.0122 0.9% 67% True False 479
20 1.3812 1.3268 0.0544 4.0% 0.0103 0.8% 40% False False 379
40 1.3812 1.3268 0.0544 4.0% 0.0070 0.5% 40% False False 211
Crabel Price Patterns
NR True
NR4 True
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 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4062
2.618 1.3881
1.618 1.3770
1.000 1.3701
0.618 1.3659
HIGH 1.3590
0.618 1.3548
0.500 1.3535
0.382 1.3521
LOW 1.3479
0.618 1.3410
1.000 1.3368
1.618 1.3299
2.618 1.3188
4.250 1.3007
Fisher Pivots for day following 02-Apr-2010
Pivot 1 day 3 day
R1 1.3535 1.3488
PP 1.3518 1.3486
S1 1.3501 1.3485

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

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