CME Euro FX (E) Future March 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 1.4980 1.4922 -0.0058 -0.4% 1.4678
High 1.4980 1.5035 0.0055 0.4% 1.4951
Low 1.4877 1.4910 0.0033 0.2% 1.4678
Close 1.4916 1.5025 0.0109 0.7% 1.4887
Range 0.0103 0.0125 0.0022 21.4% 0.0273
ATR 0.0102 0.0104 0.0002 1.6% 0.0000
Volume 73 288 215 294.5% 1,453
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5365 1.5320 1.5094
R3 1.5240 1.5195 1.5059
R2 1.5115 1.5115 1.5048
R1 1.5070 1.5070 1.5036 1.5093
PP 1.4990 1.4990 1.4990 1.5001
S1 1.4945 1.4945 1.5014 1.4968
S2 1.4865 1.4865 1.5002
S3 1.4740 1.4820 1.4991
S4 1.4615 1.4695 1.4956
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 1.5035 1.4826 0.0209 1.4% 0.0113 0.8% 95% True False 238
10 1.5035 1.4663 0.0372 2.5% 0.0108 0.7% 97% True False 282
20 1.5035 1.4480 0.0555 3.7% 0.0101 0.7% 98% True False 189
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 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5566
2.618 1.5362
1.618 1.5237
1.000 1.5160
0.618 1.5112
HIGH 1.5035
0.618 1.4987
0.500 1.4973
0.382 1.4958
LOW 1.4910
0.618 1.4833
1.000 1.4785
1.618 1.4708
2.618 1.4583
4.250 1.4379
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 1.5008 1.4994
PP 1.4990 1.4962
S1 1.4973 1.4931

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

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