CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 1.4605 1.4658 0.0053 0.4% 1.4625
High 1.4660 1.4658 -0.0002 0.0% 1.4840
Low 1.4591 1.4515 -0.0076 -0.5% 1.4619
Close 1.4642 1.4530 -0.0112 -0.8% 1.4663
Range 0.0069 0.0143 0.0074 107.2% 0.0221
ATR 0.0084 0.0088 0.0004 5.0% 0.0000
Volume 76 87 11 14.5% 669
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.4997 1.4906 1.4609
R3 1.4854 1.4763 1.4569
R2 1.4711 1.4711 1.4556
R1 1.4620 1.4620 1.4543 1.4594
PP 1.4568 1.4568 1.4568 1.4555
S1 1.4477 1.4477 1.4517 1.4451
S2 1.4425 1.4425 1.4504
S3 1.4282 1.4334 1.4491
S4 1.4139 1.4191 1.4451
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 1.4708 1.4515 0.0193 1.3% 0.0086 0.6% 8% False True 87
10 1.4840 1.4515 0.0325 2.2% 0.0094 0.6% 5% False True 95
20 1.4840 1.4236 0.0604 4.2% 0.0080 0.5% 49% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5266
2.618 1.5032
1.618 1.4889
1.000 1.4801
0.618 1.4746
HIGH 1.4658
0.618 1.4603
0.500 1.4587
0.382 1.4570
LOW 1.4515
0.618 1.4427
1.000 1.4372
1.618 1.4284
2.618 1.4141
4.250 1.3907
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 1.4587 1.4588
PP 1.4568 1.4568
S1 1.4549 1.4549

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

View Archives - Comment on this page... - Back to Index of Symbols