CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 1.3610 1.3643 0.0033 0.2% 1.3610
High 1.3610 1.3643 0.0033 0.2% 1.3668
Low 1.3610 1.3643 0.0033 0.2% 1.3465
Close 1.3693 1.3571 -0.0122 -0.9% 1.3614
Range
ATR 0.0076 0.0075 -0.0002 -2.5% 0.0000
Volume 22 393 371 1,686.4% 267
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3619 1.3595 1.3571
R3 1.3619 1.3595 1.3571
R2 1.3619 1.3619 1.3571
R1 1.3595 1.3595 1.3571 1.3607
PP 1.3619 1.3619 1.3619 1.3625
S1 1.3595 1.3595 1.3571 1.3607
S2 1.3619 1.3619 1.3571
S3 1.3619 1.3595 1.3571
S4 1.3619 1.3595 1.3571
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4191 1.4106 1.3726
R3 1.3988 1.3903 1.3670
R2 1.3785 1.3785 1.3651
R1 1.3700 1.3700 1.3633 1.3743
PP 1.3582 1.3582 1.3582 1.3604
S1 1.3497 1.3497 1.3595 1.3540
S2 1.3379 1.3379 1.3577
S3 1.3176 1.3294 1.3558
S4 1.2973 1.3091 1.3502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3643 1.3436 0.0207 1.5% 0.0070 0.5% 65% True False 87
10 1.3668 1.3436 0.0232 1.7% 0.0057 0.4% 58% False False 70
20 1.3800 1.3436 0.0364 2.7% 0.0040 0.3% 37% False False 37
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3643
2.618 1.3643
1.618 1.3643
1.000 1.3643
0.618 1.3643
HIGH 1.3643
0.618 1.3643
0.500 1.3643
0.382 1.3643
LOW 1.3643
0.618 1.3643
1.000 1.3643
1.618 1.3643
2.618 1.3643
4.250 1.3643
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 1.3643 1.3561
PP 1.3619 1.3550
S1 1.3595 1.3540

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

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