CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 1.4624 1.4668 0.0044 0.3% 1.4611
High 1.4650 1.4746 0.0096 0.7% 1.4660
Low 1.4597 1.4665 0.0068 0.5% 1.4480
Close 1.4656 1.4705 0.0049 0.3% 1.4583
Range 0.0053 0.0081 0.0028 52.8% 0.0180
ATR 0.0091 0.0091 0.0000 -0.1% 0.0000
Volume 187 63 -124 -66.3% 329
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.4948 1.4908 1.4750
R3 1.4867 1.4827 1.4727
R2 1.4786 1.4786 1.4720
R1 1.4746 1.4746 1.4712 1.4766
PP 1.4705 1.4705 1.4705 1.4716
S1 1.4665 1.4665 1.4698 1.4685
S2 1.4624 1.4624 1.4690
S3 1.4543 1.4584 1.4683
S4 1.4462 1.4503 1.4660
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 1.4746 1.4480 0.0266 1.8% 0.0099 0.7% 85% True False 97
10 1.4840 1.4480 0.0360 2.4% 0.0097 0.7% 63% False False 99
20 1.4840 1.4480 0.0360 2.4% 0.0086 0.6% 63% False False 90
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5090
2.618 1.4958
1.618 1.4877
1.000 1.4827
0.618 1.4796
HIGH 1.4746
0.618 1.4715
0.500 1.4706
0.382 1.4696
LOW 1.4665
0.618 1.4615
1.000 1.4584
1.618 1.4534
2.618 1.4453
4.250 1.4321
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 1.4706 1.4674
PP 1.4705 1.4644
S1 1.4705 1.4613

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

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