CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 1.3629 1.3595 -0.0034 -0.2% 1.3589
High 1.3629 1.3595 -0.0034 -0.2% 1.3643
Low 1.3629 1.3595 -0.0034 -0.2% 1.3436
Close 1.3629 1.3589 -0.0040 -0.3% 1.3617
Range
ATR 0.0068 0.0066 -0.0002 -3.6% 0.0000
Volume 106 3 -103 -97.2% 543
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3593 1.3591 1.3589
R3 1.3593 1.3591 1.3589
R2 1.3593 1.3593 1.3589
R1 1.3591 1.3591 1.3589 1.3592
PP 1.3593 1.3593 1.3593 1.3594
S1 1.3591 1.3591 1.3589 1.3592
S2 1.3593 1.3593 1.3589
S3 1.3593 1.3591 1.3589
S4 1.3593 1.3591 1.3589
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4186 1.4109 1.3731
R3 1.3979 1.3902 1.3674
R2 1.3772 1.3772 1.3655
R1 1.3695 1.3695 1.3636 1.3734
PP 1.3565 1.3565 1.3565 1.3585
S1 1.3488 1.3488 1.3598 1.3527
S2 1.3358 1.3358 1.3579
S3 1.3151 1.3281 1.3560
S4 1.2944 1.3074 1.3503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3643 1.3595 0.0048 0.4% 0.0000 0.0% -13% False True 126
10 1.3643 1.3436 0.0207 1.5% 0.0035 0.3% 74% False False 66
20 1.3800 1.3436 0.0364 2.7% 0.0034 0.3% 42% False False 47
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 1.3595
2.618 1.3595
1.618 1.3595
1.000 1.3595
0.618 1.3595
HIGH 1.3595
0.618 1.3595
0.500 1.3595
0.382 1.3595
LOW 1.3595
0.618 1.3595
1.000 1.3595
1.618 1.3595
2.618 1.3595
4.250 1.3595
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 1.3595 1.3612
PP 1.3593 1.3604
S1 1.3591 1.3597

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

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