CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 1.4899 1.4980 0.0081 0.5% 1.4678
High 1.4950 1.4980 0.0030 0.2% 1.4951
Low 1.4826 1.4877 0.0051 0.3% 1.4678
Close 1.4933 1.4916 -0.0017 -0.1% 1.4887
Range 0.0124 0.0103 -0.0021 -16.9% 0.0273
ATR 0.0102 0.0102 0.0000 0.1% 0.0000
Volume 181 73 -108 -59.7% 1,453
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5233 1.5178 1.4973
R3 1.5130 1.5075 1.4944
R2 1.5027 1.5027 1.4935
R1 1.4972 1.4972 1.4925 1.4948
PP 1.4924 1.4924 1.4924 1.4913
S1 1.4869 1.4869 1.4907 1.4845
S2 1.4821 1.4821 1.4897
S3 1.4718 1.4766 1.4888
S4 1.4615 1.4663 1.4859
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 1.4980 1.4826 0.0154 1.0% 0.0107 0.7% 58% True False 225
10 1.4980 1.4643 0.0337 2.3% 0.0104 0.7% 81% True False 265
20 1.4980 1.4480 0.0500 3.4% 0.0101 0.7% 87% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5418
2.618 1.5250
1.618 1.5147
1.000 1.5083
0.618 1.5044
HIGH 1.4980
0.618 1.4941
0.500 1.4929
0.382 1.4916
LOW 1.4877
0.618 1.4813
1.000 1.4774
1.618 1.4710
2.618 1.4607
4.250 1.4439
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 1.4929 1.4912
PP 1.4924 1.4907
S1 1.4920 1.4903

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

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