CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	1.5000	1.4990	-0.0010	-0.1%	1.4710
High	1.5002	1.5035	0.0033	0.2%	1.4905
Low	1.4933	1.4951	0.0018	0.1%	1.4625
Close	1.4973	1.4956	-0.0017	-0.1%	1.4829
Range	0.0069	0.0084	0.0015	21.7%	0.0280
ATR	0.0121	0.0119	-0.0003	-2.2%	0.0000
Volume	580	326	-254	-43.8%	2,660

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5233	1.5178	1.5002
R3	1.5149	1.5094	1.4979
R2	1.5065	1.5065	1.4971
R1	1.5010	1.5010	1.4964	1.4996
PP	1.4981	1.4981	1.4981	1.4973
S1	1.4926	1.4926	1.4948	1.4912
S2	1.4897	1.4897	1.4941
S3	1.4813	1.4842	1.4933
S4	1.4729	1.4758	1.4910

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	1.5035	1.4807	0.0228	1.5%	0.0097	0.6%	65%	True	False	568
10	1.5035	1.4625	0.0410	2.7%	0.0125	0.8%	81%	True	False	474
20	1.5050	1.4625	0.0425	2.8%	0.0122	0.8%	78%	False	False	354
40	1.5050	1.4480	0.0570	3.8%	0.0108	0.7%	84%	False	False	255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5392
2.618	1.5255
1.618	1.5171
1.000	1.5119
0.618	1.5087
HIGH	1.5035
0.618	1.5003
0.500	1.4993
0.382	1.4983
LOW	1.4951
0.618	1.4899
1.000	1.4867
1.618	1.4815
2.618	1.4731
4.250	1.4594

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	1.4993	1.4954
PP	1.4981	1.4951
S1	1.4968	1.4949

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols