CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 1.4941 1.4947 0.0006 0.0% 1.4678
High 1.4950 1.4951 0.0001 0.0% 1.4951
Low 1.4835 1.4852 0.0017 0.1% 1.4678
Close 1.4916 1.4887 -0.0029 -0.2% 1.4887
Range 0.0115 0.0099 -0.0016 -13.9% 0.0273
ATR 0.0100 0.0100 0.0000 -0.1% 0.0000
Volume 364 288 -76 -20.9% 1,453
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5194 1.5139 1.4941
R3 1.5095 1.5040 1.4914
R2 1.4996 1.4996 1.4905
R1 1.4941 1.4941 1.4896 1.4919
PP 1.4897 1.4897 1.4897 1.4886
S1 1.4842 1.4842 1.4878 1.4820
S2 1.4798 1.4798 1.4869
S3 1.4699 1.4743 1.4860
S4 1.4600 1.4644 1.4833
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5658 1.5545 1.5037
R3 1.5385 1.5272 1.4962
R2 1.5112 1.5112 1.4937
R1 1.4999 1.4999 1.4912 1.5056
PP 1.4839 1.4839 1.4839 1.4867
S1 1.4726 1.4726 1.4862 1.4783
S2 1.4566 1.4566 1.4837
S3 1.4293 1.4453 1.4812
S4 1.4020 1.4180 1.4737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4951 1.4678 0.0273 1.8% 0.0106 0.7% 77% True False 290
10 1.4951 1.4597 0.0354 2.4% 0.0095 0.6% 82% True False 264
20 1.4951 1.4480 0.0471 3.2% 0.0099 0.7% 86% True False 182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5372
2.618 1.5210
1.618 1.5111
1.000 1.5050
0.618 1.5012
HIGH 1.4951
0.618 1.4913
0.500 1.4902
0.382 1.4890
LOW 1.4852
0.618 1.4791
1.000 1.4753
1.618 1.4692
2.618 1.4593
4.250 1.4431
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 1.4902 1.4893
PP 1.4897 1.4891
S1 1.4892 1.4889

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

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