CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 1.4990 1.4972 -0.0018 -0.1% 1.4710
High 1.5035 1.5005 -0.0030 -0.2% 1.4905
Low 1.4951 1.4815 -0.0136 -0.9% 1.4625
Close 1.4956 1.4857 -0.0099 -0.7% 1.4829
Range 0.0084 0.0190 0.0106 126.2% 0.0280
ATR 0.0119 0.0124 0.0005 4.3% 0.0000
Volume 326 501 175 53.7% 2,660
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5462 1.5350 1.4962
R3 1.5272 1.5160 1.4909
R2 1.5082 1.5082 1.4892
R1 1.4970 1.4970 1.4874 1.4931
PP 1.4892 1.4892 1.4892 1.4873
S1 1.4780 1.4780 1.4840 1.4741
S2 1.4702 1.4702 1.4822
S3 1.4512 1.4590 1.4805
S4 1.4322 1.4400 1.4753
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 1.4810 0.0225 1.5% 0.0116 0.8% 21% False False 507
10 1.5035 1.4625 0.0410 2.8% 0.0128 0.9% 57% False False 501
20 1.5050 1.4625 0.0425 2.9% 0.0126 0.8% 55% False False 360
40 1.5050 1.4480 0.0570 3.8% 0.0111 0.8% 66% False False 265
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 0.0021
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5813
2.618 1.5502
1.618 1.5312
1.000 1.5195
0.618 1.5122
HIGH 1.5005
0.618 1.4932
0.500 1.4910
0.382 1.4888
LOW 1.4815
0.618 1.4698
1.000 1.4625
1.618 1.4508
2.618 1.4318
4.250 1.4008
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 1.4910 1.4925
PP 1.4892 1.4902
S1 1.4875 1.4880

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

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