CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 1.4611 1.4555 -0.0056 -0.4% 1.4625
High 1.4651 1.4578 -0.0073 -0.5% 1.4840
Low 1.4570 1.4523 -0.0047 -0.3% 1.4619
Close 1.4589 1.4566 -0.0023 -0.2% 1.4663
Range 0.0081 0.0055 -0.0026 -32.1% 0.0221
ATR 0.0085 0.0083 -0.0001 -1.6% 0.0000
Volume 51 42 -9 -17.6% 669
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4721 1.4698 1.4596
R3 1.4666 1.4643 1.4581
R2 1.4611 1.4611 1.4576
R1 1.4588 1.4588 1.4571 1.4600
PP 1.4556 1.4556 1.4556 1.4561
S1 1.4533 1.4533 1.4561 1.4545
S2 1.4501 1.4501 1.4556
S3 1.4446 1.4478 1.4551
S4 1.4391 1.4423 1.4536
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.5370 1.5238 1.4785
R3 1.5149 1.5017 1.4724
R2 1.4928 1.4928 1.4704
R1 1.4796 1.4796 1.4683 1.4862
PP 1.4707 1.4707 1.4707 1.4741
S1 1.4575 1.4575 1.4643 1.4641
S2 1.4486 1.4486 1.4622
S3 1.4265 1.4354 1.4602
S4 1.4044 1.4133 1.4541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4840 1.4523 0.0317 2.2% 0.0095 0.7% 14% False True 101
10 1.4840 1.4523 0.0317 2.2% 0.0086 0.6% 14% False True 100
20 1.4840 1.4200 0.0640 4.4% 0.0069 0.5% 57% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.4812
2.618 1.4722
1.618 1.4667
1.000 1.4633
0.618 1.4612
HIGH 1.4578
0.618 1.4557
0.500 1.4551
0.382 1.4544
LOW 1.4523
0.618 1.4489
1.000 1.4468
1.618 1.4434
2.618 1.4379
4.250 1.4289
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 1.4561 1.4616
PP 1.4556 1.4599
S1 1.4551 1.4583

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

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