CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 1.4027 1.3963 -0.0064 -0.5% 1.4147
High 1.4051 1.3987 -0.0064 -0.5% 1.4193
Low 1.3929 1.3858 -0.0071 -0.5% 1.3858
Close 1.3975 1.3865 -0.0110 -0.8% 1.3865
Range 0.0122 0.0129 0.0007 5.7% 0.0335
ATR 0.0132 0.0131 0.0000 -0.1% 0.0000
Volume 335,848 376,943 41,095 12.2% 1,486,722
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4290 1.4207 1.3936
R3 1.4161 1.4078 1.3900
R2 1.4032 1.4032 1.3889
R1 1.3949 1.3949 1.3877 1.3926
PP 1.3903 1.3903 1.3903 1.3892
S1 1.3820 1.3820 1.3853 1.3797
S2 1.3774 1.3774 1.3841
S3 1.3645 1.3691 1.3830
S4 1.3516 1.3562 1.3794
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4977 1.4756 1.4049
R3 1.4642 1.4421 1.3957
R2 1.4307 1.4307 1.3926
R1 1.4086 1.4086 1.3896 1.4029
PP 1.3972 1.3972 1.3972 1.3944
S1 1.3751 1.3751 1.3834 1.3694
S2 1.3637 1.3637 1.3804
S3 1.3302 1.3416 1.3773
S4 1.2967 1.3081 1.3681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4193 1.3858 0.0335 2.4% 0.0112 0.8% 2% False True 297,344
10 1.4511 1.3858 0.0653 4.7% 0.0134 1.0% 1% False True 303,791
20 1.4577 1.3858 0.0719 5.2% 0.0138 1.0% 1% False True 264,086
40 1.5137 1.3858 0.1279 9.2% 0.0134 1.0% 1% False True 196,801
60 1.5137 1.3858 0.1279 9.2% 0.0136 1.0% 1% False True 131,645
80 1.5137 1.3858 0.1279 9.2% 0.0130 0.9% 1% False True 98,798
100 1.5137 1.3858 0.1279 9.2% 0.0122 0.9% 1% False True 79,056
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4535
2.618 1.4325
1.618 1.4196
1.000 1.4116
0.618 1.4067
HIGH 1.3987
0.618 1.3938
0.500 1.3923
0.382 1.3907
LOW 1.3858
0.618 1.3778
1.000 1.3729
1.618 1.3649
2.618 1.3520
4.250 1.3310
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 1.3923 1.3977
PP 1.3903 1.3939
S1 1.3884 1.3902

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

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