CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 1.3594 1.3610 0.0016 0.1% 1.3493
High 1.3621 1.3675 0.0054 0.4% 1.3535
Low 1.3546 1.3601 0.0055 0.4% 1.3285
Close 1.3594 1.3654 0.0060 0.4% 1.3454
Range 0.0075 0.0074 -0.0001 -1.3% 0.0250
ATR 0.0114 0.0111 -0.0002 -2.1% 0.0000
Volume 334 578 244 73.1% 2,124
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3865 1.3834 1.3695
R3 1.3791 1.3760 1.3674
R2 1.3717 1.3717 1.3668
R1 1.3686 1.3686 1.3661 1.3702
PP 1.3643 1.3643 1.3643 1.3651
S1 1.3612 1.3612 1.3647 1.3628
S2 1.3569 1.3569 1.3640
S3 1.3495 1.3538 1.3634
S4 1.3421 1.3464 1.3613
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4175 1.4064 1.3592
R3 1.3925 1.3814 1.3523
R2 1.3675 1.3675 1.3500
R1 1.3564 1.3564 1.3477 1.3495
PP 1.3425 1.3425 1.3425 1.3390
S1 1.3314 1.3314 1.3431 1.3245
S2 1.3175 1.3175 1.3408
S3 1.2925 1.3064 1.3385
S4 1.2675 1.2814 1.3317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3686 1.3285 0.0401 2.9% 0.0098 0.7% 92% False False 520
10 1.3686 1.3285 0.0401 2.9% 0.0102 0.7% 92% False False 597
20 1.3738 1.3268 0.0470 3.4% 0.0114 0.8% 82% False False 520
40 1.3812 1.3268 0.0544 4.0% 0.0085 0.6% 71% False False 307
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3990
2.618 1.3869
1.618 1.3795
1.000 1.3749
0.618 1.3721
HIGH 1.3675
0.618 1.3647
0.500 1.3638
0.382 1.3629
LOW 1.3601
0.618 1.3555
1.000 1.3527
1.618 1.3481
2.618 1.3407
4.250 1.3287
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 1.3649 1.3641
PP 1.3643 1.3629
S1 1.3638 1.3616

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

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