CME Euro FX (E) Future September 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	1.3712	1.3770	0.0058	0.4%	1.3629
High	1.3805	1.3770	-0.0035	-0.3%	1.3805
Low	1.3712	1.3642	-0.0070	-0.5%	1.3550
Close	1.3754	1.3670	-0.0084	-0.6%	1.3754
Range	0.0093	0.0128	0.0035	37.6%	0.0255
ATR	0.0071	0.0075	0.0004	5.7%	0.0000
Volume	18	34	16	88.9%	162

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4078	1.4002	1.3740
R3	1.3950	1.3874	1.3705
R2	1.3822	1.3822	1.3693
R1	1.3746	1.3746	1.3682	1.3720
PP	1.3694	1.3694	1.3694	1.3681
S1	1.3618	1.3618	1.3658	1.3592
S2	1.3566	1.3566	1.3647
S3	1.3438	1.3490	1.3635
S4	1.3310	1.3362	1.3600

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4468	1.4366	1.3894
R3	1.4213	1.4111	1.3824
R2	1.3958	1.3958	1.3801
R1	1.3856	1.3856	1.3777	1.3907
PP	1.3703	1.3703	1.3703	1.3729
S1	1.3601	1.3601	1.3731	1.3652
S2	1.3448	1.3448	1.3707
S3	1.3193	1.3346	1.3684
S4	1.2938	1.3091	1.3614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3805	1.3550	0.0255	1.9%	0.0072	0.5%	47%	False	False	18
10	1.3805	1.3436	0.0369	2.7%	0.0055	0.4%	63%	False	False	72
20	1.3805	1.3436	0.0369	2.7%	0.0052	0.4%	63%	False	False	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.4314
2.618	1.4105
1.618	1.3977
1.000	1.3898
0.618	1.3849
HIGH	1.3770
0.618	1.3721
0.500	1.3706
0.382	1.3691
LOW	1.3642
0.618	1.3563
1.000	1.3514
1.618	1.3435
2.618	1.3307
4.250	1.3098

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	1.3706	1.3724
PP	1.3694	1.3706
S1	1.3682	1.3688

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