CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 1.5070 1.5045 -0.0025 -0.2% 1.4850
High 1.5102 1.5137 0.0035 0.2% 1.5135
Low 1.5026 1.5039 0.0013 0.1% 1.4820
Close 1.5029 1.5084 0.0055 0.4% 1.4954
Range 0.0076 0.0098 0.0022 28.9% 0.0315
ATR 0.0136 0.0134 -0.0002 -1.5% 0.0000
Volume 3,568 5,369 1,801 50.5% 7,824
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.5381 1.5330 1.5138
R3 1.5283 1.5232 1.5111
R2 1.5185 1.5185 1.5102
R1 1.5134 1.5134 1.5093 1.5160
PP 1.5087 1.5087 1.5087 1.5099
S1 1.5036 1.5036 1.5075 1.5062
S2 1.4989 1.4989 1.5066
S3 1.4891 1.4938 1.5057
S4 1.4793 1.4840 1.5030
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5915 1.5749 1.5127
R3 1.5600 1.5434 1.5041
R2 1.5285 1.5285 1.5012
R1 1.5119 1.5119 1.4983 1.5202
PP 1.4970 1.4970 1.4970 1.5011
S1 1.4804 1.4804 1.4925 1.4887
S2 1.4655 1.4655 1.4896
S3 1.4340 1.4489 1.4867
S4 1.4025 1.4174 1.4781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5137 1.4820 0.0317 2.1% 0.0148 1.0% 83% True False 3,959
10 1.5137 1.4788 0.0349 2.3% 0.0141 0.9% 85% True False 2,720
20 1.5137 1.4788 0.0349 2.3% 0.0131 0.9% 85% True False 1,736
40 1.5137 1.4625 0.0512 3.4% 0.0127 0.8% 90% True False 1,014
60 1.5137 1.4480 0.0657 4.4% 0.0114 0.8% 92% True False 708
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5554
2.618 1.5394
1.618 1.5296
1.000 1.5235
0.618 1.5198
HIGH 1.5137
0.618 1.5100
0.500 1.5088
0.382 1.5076
LOW 1.5039
0.618 1.4978
1.000 1.4941
1.618 1.4880
2.618 1.4782
4.250 1.4623
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 1.5088 1.5073
PP 1.5087 1.5062
S1 1.5085 1.5052

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

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