CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 1.3500 1.3403 -0.0097 -0.7% 1.3625
High 1.3500 1.3403 -0.0097 -0.7% 1.3625
Low 1.3500 1.3403 -0.0097 -0.7% 1.3500
Close 1.3493 1.3470 -0.0023 -0.2% 1.3493
Range
ATR 0.0074 0.0075 0.0001 1.5% 0.0000
Volume 32 1 -31 -96.9% 50
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3425 1.3448 1.3470
R3 1.3425 1.3448 1.3470
R2 1.3425 1.3425 1.3470
R1 1.3448 1.3448 1.3470 1.3437
PP 1.3425 1.3425 1.3425 1.3420
S1 1.3448 1.3448 1.3470 1.3437
S2 1.3425 1.3425 1.3470
S3 1.3425 1.3448 1.3470
S4 1.3425 1.3448 1.3470
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3914 1.3829 1.3562
R3 1.3789 1.3704 1.3527
R2 1.3664 1.3664 1.3516
R1 1.3579 1.3579 1.3504 1.3559
PP 1.3539 1.3539 1.3539 1.3530
S1 1.3454 1.3454 1.3482 1.3434
S2 1.3414 1.3414 1.3470
S3 1.3289 1.3329 1.3459
S4 1.3164 1.3204 1.3424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3625 1.3403 0.0222 1.6% 0.0008 0.1% 30% False True 8
10 1.3625 1.3316 0.0309 2.3% 0.0016 0.1% 50% False False 6
20 1.3625 1.3273 0.0352 2.6% 0.0022 0.2% 56% False False 5
40 1.3765 1.3273 0.0492 3.7% 0.0012 0.1% 40% False False 7
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3403
2.618 1.3403
1.618 1.3403
1.000 1.3403
0.618 1.3403
HIGH 1.3403
0.618 1.3403
0.500 1.3403
0.382 1.3403
LOW 1.3403
0.618 1.3403
1.000 1.3403
1.618 1.3403
2.618 1.3403
4.250 1.3403
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 1.3448 1.3481
PP 1.3425 1.3477
S1 1.3403 1.3474

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

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