CME Euro FX (E) Future March 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 1.4555 1.4605 0.0050 0.3% 1.4625
High 1.4578 1.4660 0.0082 0.6% 1.4840
Low 1.4523 1.4591 0.0068 0.5% 1.4619
Close 1.4566 1.4642 0.0076 0.5% 1.4663
Range 0.0055 0.0069 0.0014 25.5% 0.0221
ATR 0.0083 0.0084 0.0001 0.9% 0.0000
Volume 42 76 34 81.0% 669
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4838 1.4809 1.4680
R3 1.4769 1.4740 1.4661
R2 1.4700 1.4700 1.4655
R1 1.4671 1.4671 1.4648 1.4686
PP 1.4631 1.4631 1.4631 1.4638
S1 1.4602 1.4602 1.4636 1.4617
S2 1.4562 1.4562 1.4629
S3 1.4493 1.4533 1.4623
S4 1.4424 1.4464 1.4604
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 1.4786 1.4523 0.0263 1.8% 0.0087 0.6% 45% False False 86
10 1.4840 1.4523 0.0317 2.2% 0.0085 0.6% 38% False False 100
20 1.4840 1.4236 0.0604 4.1% 0.0073 0.5% 67% False False 70
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4953
2.618 1.4841
1.618 1.4772
1.000 1.4729
0.618 1.4703
HIGH 1.4660
0.618 1.4634
0.500 1.4626
0.382 1.4617
LOW 1.4591
0.618 1.4548
1.000 1.4522
1.618 1.4479
2.618 1.4410
4.250 1.4298
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 1.4637 1.4625
PP 1.4631 1.4608
S1 1.4626 1.4592

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

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