CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 1.4859 1.4860 0.0001 0.0% 1.4710
High 1.4905 1.4901 -0.0004 0.0% 1.4905
Low 1.4807 1.4810 0.0003 0.0% 1.4625
Close 1.4860 1.4829 -0.0031 -0.2% 1.4829
Range 0.0098 0.0091 -0.0007 -7.1% 0.0280
ATR 0.0124 0.0122 -0.0002 -1.9% 0.0000
Volume 807 410 -397 -49.2% 2,660
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5120 1.5065 1.4879
R3 1.5029 1.4974 1.4854
R2 1.4938 1.4938 1.4846
R1 1.4883 1.4883 1.4837 1.4865
PP 1.4847 1.4847 1.4847 1.4838
S1 1.4792 1.4792 1.4821 1.4774
S2 1.4756 1.4756 1.4812
S3 1.4665 1.4701 1.4804
S4 1.4574 1.4610 1.4779
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5626 1.5508 1.4983
R3 1.5346 1.5228 1.4906
R2 1.5066 1.5066 1.4880
R1 1.4948 1.4948 1.4855 1.5007
PP 1.4786 1.4786 1.4786 1.4816
S1 1.4668 1.4668 1.4803 1.4727
S2 1.4506 1.4506 1.4778
S3 1.4226 1.4388 1.4752
S4 1.3946 1.4108 1.4675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4905 1.4625 0.0280 1.9% 0.0131 0.9% 73% False False 532
10 1.5038 1.4625 0.0413 2.8% 0.0143 1.0% 49% False False 382
20 1.5050 1.4625 0.0425 2.9% 0.0123 0.8% 48% False False 312
40 1.5050 1.4480 0.0570 3.8% 0.0108 0.7% 61% False False 221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5288
2.618 1.5139
1.618 1.5048
1.000 1.4992
0.618 1.4957
HIGH 1.4901
0.618 1.4866
0.500 1.4856
0.382 1.4845
LOW 1.4810
0.618 1.4754
1.000 1.4719
1.618 1.4663
2.618 1.4572
4.250 1.4423
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 1.4856 1.4822
PP 1.4847 1.4815
S1 1.4838 1.4809

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

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