CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 1.4658 1.4524 -0.0134 -0.9% 1.4611
High 1.4658 1.4630 -0.0028 -0.2% 1.4660
Low 1.4515 1.4480 -0.0035 -0.2% 1.4480
Close 1.4530 1.4583 0.0053 0.4% 1.4583
Range 0.0143 0.0150 0.0007 4.9% 0.0180
ATR 0.0088 0.0093 0.0004 5.0% 0.0000
Volume 87 73 -14 -16.1% 329
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5014 1.4949 1.4666
R3 1.4864 1.4799 1.4624
R2 1.4714 1.4714 1.4611
R1 1.4649 1.4649 1.4597 1.4682
PP 1.4564 1.4564 1.4564 1.4581
S1 1.4499 1.4499 1.4569 1.4532
S2 1.4414 1.4414 1.4556
S3 1.4264 1.4349 1.4542
S4 1.4114 1.4199 1.4501
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5114 1.5029 1.4682
R3 1.4934 1.4849 1.4633
R2 1.4754 1.4754 1.4616
R1 1.4669 1.4669 1.4600 1.4622
PP 1.4574 1.4574 1.4574 1.4551
S1 1.4489 1.4489 1.4567 1.4442
S2 1.4394 1.4394 1.4550
S3 1.4214 1.4309 1.4534
S4 1.4034 1.4129 1.4484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4660 1.4480 0.0180 1.2% 0.0100 0.7% 57% False True 65
10 1.4840 1.4480 0.0360 2.5% 0.0103 0.7% 29% False True 99
20 1.4840 1.4236 0.0604 4.1% 0.0087 0.6% 57% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.5268
2.618 1.5023
1.618 1.4873
1.000 1.4780
0.618 1.4723
HIGH 1.4630
0.618 1.4573
0.500 1.4555
0.382 1.4537
LOW 1.4480
0.618 1.4387
1.000 1.4330
1.618 1.4237
2.618 1.4087
4.250 1.3843
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 1.4574 1.4579
PP 1.4564 1.4574
S1 1.4555 1.4570

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

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