CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 1.3586 1.3493 -0.0093 -0.7% 1.3480
High 1.3590 1.3535 -0.0055 -0.4% 1.3590
Low 1.3479 1.3458 -0.0021 -0.2% 1.3385
Close 1.3484 1.3482 -0.0002 0.0% 1.3484
Range 0.0111 0.0077 -0.0034 -30.6% 0.0205
ATR 0.0108 0.0105 -0.0002 -2.0% 0.0000
Volume 960 334 -626 -65.2% 3,064
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3723 1.3679 1.3524
R3 1.3646 1.3602 1.3503
R2 1.3569 1.3569 1.3496
R1 1.3525 1.3525 1.3489 1.3509
PP 1.3492 1.3492 1.3492 1.3483
S1 1.3448 1.3448 1.3475 1.3432
S2 1.3415 1.3415 1.3468
S3 1.3338 1.3371 1.3461
S4 1.3261 1.3294 1.3440
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% 0.0122 0.9% 47% False False 581
10 1.3590 1.3268 0.0322 2.4% 0.0121 0.9% 66% False False 480
20 1.3812 1.3268 0.0544 4.0% 0.0107 0.8% 39% False False 390
40 1.3812 1.3268 0.0544 4.0% 0.0071 0.5% 39% False False 219
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3862
2.618 1.3737
1.618 1.3660
1.000 1.3612
0.618 1.3583
HIGH 1.3535
0.618 1.3506
0.500 1.3497
0.382 1.3487
LOW 1.3458
0.618 1.3410
1.000 1.3381
1.618 1.3333
2.618 1.3256
4.250 1.3131
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 1.3497 1.3524
PP 1.3492 1.3510
S1 1.3487 1.3496

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

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