CME Euro FX (E) Future March 2010


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Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 1.4330 1.4372 0.0042 0.3% 1.4309
High 1.4416 1.4411 -0.0005 0.0% 1.4416
Low 1.4327 1.4349 0.0022 0.2% 1.4215
Close 1.4353 1.4380 0.0027 0.2% 1.4353
Range 0.0089 0.0062 -0.0027 -30.3% 0.0201
ATR 0.0135 0.0130 -0.0005 -3.9% 0.0000
Volume 139,657 57,193 -82,464 -59.0% 701,682
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4566 1.4535 1.4414
R3 1.4504 1.4473 1.4397
R2 1.4442 1.4442 1.4391
R1 1.4411 1.4411 1.4386 1.4427
PP 1.4380 1.4380 1.4380 1.4388
S1 1.4349 1.4349 1.4374 1.4365
S2 1.4318 1.4318 1.4369
S3 1.4256 1.4287 1.4363
S4 1.4194 1.4225 1.4346
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.4931 1.4843 1.4464
R3 1.4730 1.4642 1.4408
R2 1.4529 1.4529 1.4390
R1 1.4441 1.4441 1.4371 1.4485
PP 1.4328 1.4328 1.4328 1.4350
S1 1.4240 1.4240 1.4335 1.4284
S2 1.4127 1.4127 1.4316
S3 1.3926 1.4039 1.4298
S4 1.3725 1.3838 1.4242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4416 1.4215 0.0201 1.4% 0.0101 0.7% 82% False False 151,775
10 1.4682 1.4215 0.0467 3.2% 0.0121 0.8% 35% False False 200,764
20 1.5137 1.4215 0.0922 6.4% 0.0131 0.9% 18% False False 119,341
40 1.5137 1.4215 0.0922 6.4% 0.0135 0.9% 18% False False 60,167
60 1.5137 1.4215 0.0922 6.4% 0.0127 0.9% 18% False False 40,188
80 1.5137 1.4215 0.0922 6.4% 0.0116 0.8% 18% False False 30,160
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 0.0026
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.4675
2.618 1.4573
1.618 1.4511
1.000 1.4473
0.618 1.4449
HIGH 1.4411
0.618 1.4387
0.500 1.4380
0.382 1.4373
LOW 1.4349
0.618 1.4311
1.000 1.4287
1.618 1.4249
2.618 1.4187
4.250 1.4086
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 1.4380 1.4361
PP 1.4380 1.4343
S1 1.4380 1.4324

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

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