CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 1.4717 1.4825 0.0108 0.7% 1.5002
High 1.4848 1.4836 -0.0012 -0.1% 1.5038
Low 1.4692 1.4698 0.0006 0.0% 1.4692
Close 1.4837 1.4719 -0.0118 -0.8% 1.4719
Range 0.0156 0.0138 -0.0018 -11.5% 0.0346
ATR 0.0115 0.0116 0.0002 1.5% 0.0000
Volume 231 226 -5 -2.2% 1,164
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5165 1.5080 1.4795
R3 1.5027 1.4942 1.4757
R2 1.4889 1.4889 1.4744
R1 1.4804 1.4804 1.4732 1.4778
PP 1.4751 1.4751 1.4751 1.4738
S1 1.4666 1.4666 1.4706 1.4640
S2 1.4613 1.4613 1.4694
S3 1.4475 1.4528 1.4681
S4 1.4337 1.4390 1.4643
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5854 1.5633 1.4909
R3 1.5508 1.5287 1.4814
R2 1.5162 1.5162 1.4782
R1 1.4941 1.4941 1.4751 1.4879
PP 1.4816 1.4816 1.4816 1.4785
S1 1.4595 1.4595 1.4687 1.4533
S2 1.4470 1.4470 1.4656
S3 1.4124 1.4249 1.4624
S4 1.3778 1.3903 1.4529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5038 1.4692 0.0346 2.4% 0.0155 1.1% 8% False False 232
10 1.5050 1.4692 0.0358 2.4% 0.0128 0.9% 8% False False 214
20 1.5050 1.4597 0.0453 3.1% 0.0111 0.8% 27% False False 239
40 1.5050 1.4236 0.0814 5.5% 0.0099 0.7% 59% False False 158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5423
2.618 1.5197
1.618 1.5059
1.000 1.4974
0.618 1.4921
HIGH 1.4836
0.618 1.4783
0.500 1.4767
0.382 1.4751
LOW 1.4698
0.618 1.4613
1.000 1.4560
1.618 1.4475
2.618 1.4337
4.250 1.4112
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 1.4767 1.4770
PP 1.4751 1.4753
S1 1.4735 1.4736

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

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