CME Euro FX (E) Future March 2010

Trading Metrics calculated at close of trading on 28-Jan-2010

Day Change Summary
	Previous	Current
	27-Jan-2010	28-Jan-2010	Change	Change %	Previous Week
Open	1.4079	1.4027	-0.0052	-0.4%	1.4348
High	1.4095	1.4051	-0.0044	-0.3%	1.4413
Low	1.3991	1.3929	-0.0062	-0.4%	1.4027
Close	1.4033	1.3975	-0.0058	-0.4%	1.4134
Range	0.0104	0.0122	0.0018	17.3%	0.0386
ATR	0.0132	0.0132	-0.0001	-0.6%	0.0000
Volume	313,123	335,848	22,725	7.3%	1,305,630

Daily Pivots for day following 28-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4351	1.4285	1.4042
R3	1.4229	1.4163	1.4009
R2	1.4107	1.4107	1.3997
R1	1.4041	1.4041	1.3986	1.4013
PP	1.3985	1.3985	1.3985	1.3971
S1	1.3919	1.3919	1.3964	1.3891
S2	1.3863	1.3863	1.3953
S3	1.3741	1.3797	1.3941
S4	1.3619	1.3675	1.3908

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	1.3929	0.0264	1.9%	0.0109	0.8%	17%	False	True	295,285
10	1.4555	1.3929	0.0626	4.5%	0.0132	0.9%	7%	False	True	293,212
20	1.4577	1.3929	0.0648	4.6%	0.0136	1.0%	7%	False	True	252,830
40	1.5137	1.3929	0.1208	8.6%	0.0134	1.0%	4%	False	True	187,442
60	1.5137	1.3929	0.1208	8.6%	0.0135	1.0%	4%	False	True	125,372
80	1.5137	1.3929	0.1208	8.6%	0.0129	0.9%	4%	False	True	94,089
100	1.5137	1.3929	0.1208	8.6%	0.0121	0.9%	4%	False	True	75,287

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	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4570
2.618	1.4370
1.618	1.4248
1.000	1.4173
0.618	1.4126
HIGH	1.4051
0.618	1.4004
0.500	1.3990
0.382	1.3976
LOW	1.3929
0.618	1.3854
1.000	1.3807
1.618	1.3732
2.618	1.3610
4.250	1.3411

Fisher Pivots for day following 28-Jan-2010
Pivot	1 day	3 day
R1	1.3990	1.4053
PP	1.3985	1.4027
S1	1.3980	1.4001

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