CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 1.3097 1.3109 0.0012 0.1% 1.3163
High 1.3148 1.3168 0.0020 0.2% 1.3199
Low 1.3050 1.3068 0.0018 0.1% 1.3050
Close 1.3111 1.3140 0.0029 0.2% 1.3111
Range 0.0098 0.0100 0.0002 2.0% 0.0149
ATR 0.0154 0.0150 -0.0004 -2.5% 0.0000
Volume 199,672 0 -199,672 -100.0% 854,969
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3425 1.3383 1.3195
R3 1.3325 1.3283 1.3168
R2 1.3225 1.3225 1.3158
R1 1.3183 1.3183 1.3149 1.3204
PP 1.3125 1.3125 1.3125 1.3136
S1 1.3083 1.3083 1.3131 1.3104
S2 1.3025 1.3025 1.3122
S3 1.2925 1.2983 1.3113
S4 1.2825 1.2883 1.3085
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3567 1.3488 1.3193
R3 1.3418 1.3339 1.3152
R2 1.3269 1.3269 1.3138
R1 1.3190 1.3190 1.3125 1.3155
PP 1.3120 1.3120 1.3120 1.3103
S1 1.3041 1.3041 1.3097 1.3006
S2 1.2971 1.2971 1.3084
S3 1.2822 1.2892 1.3070
S4 1.2673 1.2743 1.3029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3199 1.3050 0.0149 1.1% 0.0105 0.8% 60% False False 170,993
10 1.3493 1.3050 0.0443 3.4% 0.0140 1.1% 20% False False 248,311
20 1.3493 1.2963 0.0530 4.0% 0.0157 1.2% 33% False False 153,851
40 1.4250 1.2963 0.1287 9.8% 0.0165 1.3% 14% False False 77,592
60 1.4250 1.2963 0.1287 9.8% 0.0165 1.3% 14% False False 51,917
80 1.4250 1.2650 0.1600 12.2% 0.0152 1.2% 31% False False 38,991
100 1.4250 1.2642 0.1608 12.2% 0.0124 0.9% 31% False False 31,195
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3593
2.618 1.3430
1.618 1.3330
1.000 1.3268
0.618 1.3230
HIGH 1.3168
0.618 1.3130
0.500 1.3118
0.382 1.3106
LOW 1.3068
0.618 1.3006
1.000 1.2968
1.618 1.2906
2.618 1.2806
4.250 1.2643
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 1.3133 1.3132
PP 1.3125 1.3123
S1 1.3118 1.3115

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

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