CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 1.3550 1.3657 0.0107 0.8% 1.3589
High 1.3665 1.3670 0.0005 0.0% 1.3643
Low 1.3550 1.3645 0.0095 0.7% 1.3436
Close 1.3646 1.3669 0.0023 0.2% 1.3617
Range 0.0115 0.0025 -0.0090 -78.3% 0.0207
ATR 0.0069 0.0066 -0.0003 -4.6% 0.0000
Volume 9 26 17 188.9% 543
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3736 1.3728 1.3683
R3 1.3711 1.3703 1.3676
R2 1.3686 1.3686 1.3674
R1 1.3678 1.3678 1.3671 1.3682
PP 1.3661 1.3661 1.3661 1.3664
S1 1.3653 1.3653 1.3667 1.3657
S2 1.3636 1.3636 1.3664
S3 1.3611 1.3628 1.3662
S4 1.3586 1.3603 1.3655
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 1.3670 1.3550 0.0120 0.9% 0.0028 0.2% 99% True False 50
10 1.3670 1.3436 0.0234 1.7% 0.0049 0.4% 100% True False 68
20 1.3700 1.3436 0.0264 1.9% 0.0041 0.3% 88% False False 49
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3776
2.618 1.3735
1.618 1.3710
1.000 1.3695
0.618 1.3685
HIGH 1.3670
0.618 1.3660
0.500 1.3658
0.382 1.3655
LOW 1.3645
0.618 1.3630
1.000 1.3620
1.618 1.3605
2.618 1.3580
4.250 1.3539
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 1.3665 1.3649
PP 1.3661 1.3630
S1 1.3658 1.3610

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

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