CME Euro FX (E) Future March 2010


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Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 1.4148 1.4079 -0.0069 -0.5% 1.4348
High 1.4177 1.4095 -0.0082 -0.6% 1.4413
Low 1.4040 1.3991 -0.0049 -0.3% 1.4027
Close 1.4085 1.4033 -0.0052 -0.4% 1.4134
Range 0.0137 0.0104 -0.0033 -24.1% 0.0386
ATR 0.0135 0.0132 -0.0002 -1.6% 0.0000
Volume 187,851 313,123 125,272 66.7% 1,305,630
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4352 1.4296 1.4090
R3 1.4248 1.4192 1.4062
R2 1.4144 1.4144 1.4052
R1 1.4088 1.4088 1.4043 1.4064
PP 1.4040 1.4040 1.4040 1.4028
S1 1.3984 1.3984 1.4023 1.3960
S2 1.3936 1.3936 1.4014
S3 1.3832 1.3880 1.4004
S4 1.3728 1.3776 1.3976
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.5349 1.5128 1.4346
R3 1.4963 1.4742 1.4240
R2 1.4577 1.4577 1.4205
R1 1.4356 1.4356 1.4169 1.4274
PP 1.4191 1.4191 1.4191 1.4150
S1 1.3970 1.3970 1.4099 1.3888
S2 1.3805 1.3805 1.4063
S3 1.3419 1.3584 1.4028
S4 1.3033 1.3198 1.3922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4193 1.3991 0.0202 1.4% 0.0108 0.8% 21% False True 296,337
10 1.4577 1.3991 0.0586 4.2% 0.0132 0.9% 7% False True 282,257
20 1.4577 1.3991 0.0586 4.2% 0.0137 1.0% 7% False True 239,001
40 1.5137 1.3991 0.1146 8.2% 0.0134 1.0% 4% False True 179,171
60 1.5137 1.3991 0.1146 8.2% 0.0136 1.0% 4% False True 119,778
80 1.5137 1.3991 0.1146 8.2% 0.0130 0.9% 4% False True 89,892
100 1.5137 1.3991 0.1146 8.2% 0.0120 0.9% 4% False True 71,928
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4537
2.618 1.4367
1.618 1.4263
1.000 1.4199
0.618 1.4159
HIGH 1.4095
0.618 1.4055
0.500 1.4043
0.382 1.4031
LOW 1.3991
0.618 1.3927
1.000 1.3887
1.618 1.3823
2.618 1.3719
4.250 1.3549
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 1.4043 1.4092
PP 1.4040 1.4072
S1 1.4036 1.4053

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

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