CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 1.4759 1.4718 -0.0041 -0.3% 1.5002
High 1.4787 1.4893 0.0106 0.7% 1.5038
Low 1.4625 1.4712 0.0087 0.6% 1.4692
Close 1.4695 1.4889 0.0194 1.3% 1.4719
Range 0.0162 0.0181 0.0019 11.7% 0.0346
ATR 0.0120 0.0126 0.0006 4.6% 0.0000
Volume 97 772 675 695.9% 1,164
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5374 1.5313 1.4989
R3 1.5193 1.5132 1.4939
R2 1.5012 1.5012 1.4922
R1 1.4951 1.4951 1.4906 1.4982
PP 1.4831 1.4831 1.4831 1.4847
S1 1.4770 1.4770 1.4872 1.4801
S2 1.4650 1.4650 1.4856
S3 1.4469 1.4589 1.4839
S4 1.4288 1.4408 1.4789
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 1.4893 1.4625 0.0268 1.8% 0.0152 1.0% 99% True False 380
10 1.5050 1.4625 0.0425 2.9% 0.0140 0.9% 62% False False 304
20 1.5050 1.4625 0.0425 2.9% 0.0124 0.8% 62% False False 293
40 1.5050 1.4480 0.0570 3.8% 0.0106 0.7% 72% False False 194
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 0.0020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5662
2.618 1.5367
1.618 1.5186
1.000 1.5074
0.618 1.5005
HIGH 1.4893
0.618 1.4824
0.500 1.4803
0.382 1.4781
LOW 1.4712
0.618 1.4600
1.000 1.4531
1.618 1.4419
2.618 1.4238
4.250 1.3943
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 1.4860 1.4846
PP 1.4831 1.4802
S1 1.4803 1.4759

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

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