CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 1.3439 1.3393 -0.0046 -0.3% 1.3613
High 1.3441 1.3419 -0.0022 -0.2% 1.3686
Low 1.3361 1.3263 -0.0098 -0.7% 1.3474
Close 1.3404 1.3314 -0.0090 -0.7% 1.3497
Range 0.0080 0.0156 0.0076 95.0% 0.0212
ATR 0.0106 0.0110 0.0004 3.4% 0.0000
Volume 471 731 260 55.2% 3,989
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3800 1.3713 1.3400
R3 1.3644 1.3557 1.3357
R2 1.3488 1.3488 1.3343
R1 1.3401 1.3401 1.3328 1.3367
PP 1.3332 1.3332 1.3332 1.3315
S1 1.3245 1.3245 1.3300 1.3211
S2 1.3176 1.3176 1.3285
S3 1.3020 1.3089 1.3271
S4 1.2864 1.2933 1.3228
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 1.3570 1.3263 0.0307 2.3% 0.0098 0.7% 17% False True 758
10 1.3686 1.3263 0.0423 3.2% 0.0104 0.8% 12% False True 701
20 1.3686 1.3263 0.0423 3.2% 0.0108 0.8% 12% False True 614
40 1.3812 1.3263 0.0549 4.1% 0.0096 0.7% 9% False True 422
60 1.3961 1.3263 0.0698 5.2% 0.0072 0.5% 7% False True 287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.4082
2.618 1.3827
1.618 1.3671
1.000 1.3575
0.618 1.3515
HIGH 1.3419
0.618 1.3359
0.500 1.3341
0.382 1.3323
LOW 1.3263
0.618 1.3167
1.000 1.3107
1.618 1.3011
2.618 1.2855
4.250 1.2600
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 1.3341 1.3390
PP 1.3332 1.3364
S1 1.3323 1.3339

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

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