CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 1.3484 1.3439 -0.0045 -0.3% 1.3613
High 1.3516 1.3441 -0.0075 -0.6% 1.3686
Low 1.3430 1.3361 -0.0069 -0.5% 1.3474
Close 1.3440 1.3404 -0.0036 -0.3% 1.3497
Range 0.0086 0.0080 -0.0006 -7.0% 0.0212
ATR 0.0108 0.0106 -0.0002 -1.9% 0.0000
Volume 411 471 60 14.6% 3,989
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3642 1.3603 1.3448
R3 1.3562 1.3523 1.3426
R2 1.3482 1.3482 1.3419
R1 1.3443 1.3443 1.3411 1.3423
PP 1.3402 1.3402 1.3402 1.3392
S1 1.3363 1.3363 1.3397 1.3343
S2 1.3322 1.3322 1.3389
S3 1.3242 1.3283 1.3382
S4 1.3162 1.3203 1.3360
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4188 1.4055 1.3614
R3 1.3976 1.3843 1.3555
R2 1.3764 1.3764 1.3536
R1 1.3631 1.3631 1.3516 1.3592
PP 1.3552 1.3552 1.3552 1.3533
S1 1.3419 1.3419 1.3478 1.3380
S2 1.3340 1.3340 1.3458
S3 1.3128 1.3207 1.3439
S4 1.2916 1.2995 1.3380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3665 1.3361 0.0304 2.3% 0.0094 0.7% 14% False True 827
10 1.3686 1.3285 0.0401 3.0% 0.0096 0.7% 30% False False 673
20 1.3686 1.3268 0.0418 3.1% 0.0106 0.8% 33% False False 601
40 1.3812 1.3268 0.0544 4.1% 0.0092 0.7% 25% False False 404
60 1.4019 1.3268 0.0751 5.6% 0.0069 0.5% 18% False False 275
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3781
2.618 1.3650
1.618 1.3570
1.000 1.3521
0.618 1.3490
HIGH 1.3441
0.618 1.3410
0.500 1.3401
0.382 1.3392
LOW 1.3361
0.618 1.3312
1.000 1.3281
1.618 1.3232
2.618 1.3152
4.250 1.3021
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 1.3403 1.3439
PP 1.3402 1.3427
S1 1.3401 1.3416

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

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