CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 1.2940 1.2856 -0.0084 -0.6% 1.3330
High 1.2940 1.2856 -0.0084 -0.6% 1.3330
Low 1.2846 1.2522 -0.0324 -2.5% 1.3143
Close 1.2835 1.2615 -0.0220 -1.7% 1.3309
Range 0.0094 0.0334 0.0240 255.3% 0.0187
ATR 0.0092 0.0109 0.0017 18.8% 0.0000
Volume 25 18 -7 -28.0% 31
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1.3666 1.3475 1.2799
R3 1.3332 1.3141 1.2707
R2 1.2998 1.2998 1.2676
R1 1.2807 1.2807 1.2646 1.2736
PP 1.2664 1.2664 1.2664 1.2629
S1 1.2473 1.2473 1.2584 1.2402
S2 1.2330 1.2330 1.2554
S3 1.1996 1.2139 1.2523
S4 1.1662 1.1805 1.2431
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.3822 1.3752 1.3412
R3 1.3635 1.3565 1.3360
R2 1.3448 1.3448 1.3343
R1 1.3378 1.3378 1.3326 1.3320
PP 1.3261 1.3261 1.3261 1.3231
S1 1.3191 1.3191 1.3292 1.3133
S2 1.3074 1.3074 1.3275
S3 1.2887 1.3004 1.3258
S4 1.2700 1.2817 1.3206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3303 1.2522 0.0781 6.2% 0.0120 0.9% 12% False True 11
10 1.3386 1.2522 0.0864 6.8% 0.0087 0.7% 11% False True 9
20 1.3625 1.2522 0.1103 8.7% 0.0048 0.4% 8% False True 8
40 1.3765 1.2522 0.1243 9.9% 0.0033 0.3% 7% False True 5
60 1.3765 1.2522 0.1243 9.9% 0.0023 0.2% 7% False True 10
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 0.0001
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 1.4276
2.618 1.3730
1.618 1.3396
1.000 1.3190
0.618 1.3062
HIGH 1.2856
0.618 1.2728
0.500 1.2689
0.382 1.2650
LOW 1.2522
0.618 1.2316
1.000 1.2188
1.618 1.1982
2.618 1.1648
4.250 1.1103
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 1.2689 1.2845
PP 1.2664 1.2768
S1 1.2640 1.2692

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

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