CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 1.3979 1.3851 -0.0128 -0.9% 1.3761
High 1.3983 1.3917 -0.0066 -0.5% 1.4000
Low 1.3847 1.3760 -0.0087 -0.6% 1.3629
Close 1.3867 1.3892 0.0025 0.2% 1.3891
Range 0.0136 0.0157 0.0021 15.4% 0.0371
ATR 0.0129 0.0131 0.0002 1.5% 0.0000
Volume 571 210 -361 -63.2% 3,848
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4327 1.4267 1.3978
R3 1.4170 1.4110 1.3935
R2 1.4013 1.4013 1.3921
R1 1.3953 1.3953 1.3906 1.3983
PP 1.3856 1.3856 1.3856 1.3872
S1 1.3796 1.3796 1.3878 1.3826
S2 1.3699 1.3699 1.3863
S3 1.3542 1.3639 1.3849
S4 1.3385 1.3482 1.3806
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4953 1.4793 1.4095
R3 1.4582 1.4422 1.3993
R2 1.4211 1.4211 1.3959
R1 1.4051 1.4051 1.3925 1.4131
PP 1.3840 1.3840 1.3840 1.3880
S1 1.3680 1.3680 1.3857 1.3760
S2 1.3469 1.3469 1.3823
S3 1.3098 1.3309 1.3789
S4 1.2727 1.2938 1.3687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4000 1.3760 0.0240 1.7% 0.0147 1.1% 55% False True 546
10 1.4000 1.3546 0.0454 3.3% 0.0142 1.0% 76% False False 636
20 1.4000 1.2954 0.1046 7.5% 0.0138 1.0% 90% False False 462
40 1.4000 1.2642 0.1358 9.8% 0.0091 0.7% 92% False False 245
60 1.4000 1.2642 0.1358 9.8% 0.0064 0.5% 92% False False 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4584
2.618 1.4328
1.618 1.4171
1.000 1.4074
0.618 1.4014
HIGH 1.3917
0.618 1.3857
0.500 1.3839
0.382 1.3820
LOW 1.3760
0.618 1.3663
1.000 1.3603
1.618 1.3506
2.618 1.3349
4.250 1.3093
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 1.3874 1.3885
PP 1.3856 1.3878
S1 1.3839 1.3872

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

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