CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 1.3625 1.3599 -0.0026 -0.2% 1.3483
High 1.3625 1.3608 -0.0017 -0.1% 1.3483
Low 1.3567 1.3599 0.0032 0.2% 1.3316
Close 1.3584 1.3592 0.0008 0.1% 1.3453
Range 0.0058 0.0009 -0.0049 -84.5% 0.0167
ATR 0.0077 0.0074 -0.0004 -4.9% 0.0000
Volume 9 3 -6 -66.7% 13
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3627 1.3618 1.3597
R3 1.3618 1.3609 1.3594
R2 1.3609 1.3609 1.3594
R1 1.3600 1.3600 1.3593 1.3600
PP 1.3600 1.3600 1.3600 1.3600
S1 1.3591 1.3591 1.3591 1.3591
S2 1.3591 1.3591 1.3590
S3 1.3582 1.3582 1.3590
S4 1.3573 1.3573 1.3587
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3918 1.3853 1.3545
R3 1.3751 1.3686 1.3499
R2 1.3584 1.3584 1.3484
R1 1.3519 1.3519 1.3468 1.3468
PP 1.3417 1.3417 1.3417 1.3392
S1 1.3352 1.3352 1.3438 1.3301
S2 1.3250 1.3250 1.3422
S3 1.3083 1.3185 1.3407
S4 1.2916 1.3018 1.3361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3625 1.3316 0.0309 2.3% 0.0026 0.2% 89% False False 4
10 1.3625 1.3316 0.0309 2.3% 0.0017 0.1% 89% False False 4
20 1.3765 1.3273 0.0492 3.6% 0.0021 0.2% 65% False False 3
40 1.3765 1.3273 0.0492 3.6% 0.0013 0.1% 65% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3646
2.618 1.3632
1.618 1.3623
1.000 1.3617
0.618 1.3614
HIGH 1.3608
0.618 1.3605
0.500 1.3604
0.382 1.3602
LOW 1.3599
0.618 1.3593
1.000 1.3590
1.618 1.3584
2.618 1.3575
4.250 1.3561
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 1.3604 1.3574
PP 1.3600 1.3557
S1 1.3596 1.3539

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

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