CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 1.3403 1.3470 0.0067 0.5% 1.3625
High 1.3403 1.3470 0.0067 0.5% 1.3625
Low 1.3403 1.3470 0.0067 0.5% 1.3500
Close 1.3470 1.3436 -0.0034 -0.3% 1.3493
Range
ATR 0.0075 0.0070 -0.0005 -7.1% 0.0000
Volume 1 1 0 0.0% 50
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3459 1.3447 1.3436
R3 1.3459 1.3447 1.3436
R2 1.3459 1.3459 1.3436
R1 1.3447 1.3447 1.3436 1.3453
PP 1.3459 1.3459 1.3459 1.3462
S1 1.3447 1.3447 1.3436 1.3453
S2 1.3459 1.3459 1.3436
S3 1.3459 1.3447 1.3436
S4 1.3459 1.3447 1.3436
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 1.7% 0.0006 0.0% 15% False False 8
10 1.3625 1.3316 0.0309 2.3% 0.0016 0.1% 39% False False 6
20 1.3625 1.3273 0.0352 2.6% 0.0022 0.2% 46% False False 5
40 1.3765 1.3273 0.0492 3.7% 0.0012 0.1% 33% False False 5
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 1.3470
2.618 1.3470
1.618 1.3470
1.000 1.3470
0.618 1.3470
HIGH 1.3470
0.618 1.3470
0.500 1.3470
0.382 1.3470
LOW 1.3470
0.618 1.3470
1.000 1.3470
1.618 1.3470
2.618 1.3470
4.250 1.3470
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 1.3470 1.3452
PP 1.3459 1.3446
S1 1.3447 1.3441

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

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