CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 1.3393 1.3289 -0.0104 -0.8% 1.3492
High 1.3419 1.3399 -0.0020 -0.1% 1.3516
Low 1.3263 1.3202 -0.0061 -0.5% 1.3202
Close 1.3314 1.3388 0.0074 0.6% 1.3388
Range 0.0156 0.0197 0.0041 26.3% 0.0314
ATR 0.0110 0.0116 0.0006 5.7% 0.0000
Volume 731 2,106 1,375 188.1% 4,767
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3921 1.3851 1.3496
R3 1.3724 1.3654 1.3442
R2 1.3527 1.3527 1.3424
R1 1.3457 1.3457 1.3406 1.3492
PP 1.3330 1.3330 1.3330 1.3347
S1 1.3260 1.3260 1.3370 1.3295
S2 1.3133 1.3133 1.3352
S3 1.2936 1.3063 1.3334
S4 1.2739 1.2866 1.3280
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.4311 1.4163 1.3561
R3 1.3997 1.3849 1.3474
R2 1.3683 1.3683 1.3446
R1 1.3535 1.3535 1.3417 1.3452
PP 1.3369 1.3369 1.3369 1.3327
S1 1.3221 1.3221 1.3359 1.3138
S2 1.3055 1.3055 1.3330
S3 1.2741 1.2907 1.3302
S4 1.2427 1.2593 1.3215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3516 1.3202 0.0314 2.3% 0.0118 0.9% 59% False True 953
10 1.3686 1.3202 0.0484 3.6% 0.0109 0.8% 38% False True 875
20 1.3686 1.3202 0.0484 3.6% 0.0111 0.8% 38% False True 697
40 1.3812 1.3202 0.0610 4.6% 0.0099 0.7% 30% False True 475
60 1.3940 1.3202 0.0738 5.5% 0.0075 0.6% 25% False True 322
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 0.0023
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.4236
2.618 1.3915
1.618 1.3718
1.000 1.3596
0.618 1.3521
HIGH 1.3399
0.618 1.3324
0.500 1.3301
0.382 1.3277
LOW 1.3202
0.618 1.3080
1.000 1.3005
1.618 1.2883
2.618 1.2686
4.250 1.2365
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 1.3359 1.3366
PP 1.3330 1.3344
S1 1.3301 1.3322

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

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