CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 1.3664 1.3760 0.0096 0.7% 1.3625
High 1.3664 1.3760 0.0096 0.7% 1.3760
Low 1.3664 1.3760 0.0096 0.7% 1.3550
Close 1.3664 1.3749 0.0085 0.6% 1.3749
Range
ATR 0.0060 0.0062 0.0003 4.3% 0.0000
Volume 2 2 0 0.0% 18
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3756 1.3753 1.3749
R3 1.3756 1.3753 1.3749
R2 1.3756 1.3756 1.3749
R1 1.3753 1.3753 1.3749 1.3755
PP 1.3756 1.3756 1.3756 1.3757
S1 1.3753 1.3753 1.3749 1.3755
S2 1.3756 1.3756 1.3749
S3 1.3756 1.3753 1.3749
S4 1.3756 1.3753 1.3749
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4316 1.4243 1.3865
R3 1.4106 1.4033 1.3807
R2 1.3896 1.3896 1.3788
R1 1.3823 1.3823 1.3768 1.3860
PP 1.3686 1.3686 1.3686 1.3705
S1 1.3613 1.3613 1.3730 1.3650
S2 1.3476 1.3476 1.3711
S3 1.3266 1.3403 1.3691
S4 1.3056 1.3193 1.3634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3760 1.3550 0.0210 1.5% 0.0000 0.0% 95% True False 3
10 1.3760 1.3550 0.0210 1.5% 0.0000 0.0% 95% True False 4
20 1.3760 1.3485 0.0275 2.0% 0.0004 0.0% 96% True False 19
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 1.3760
2.618 1.3760
1.618 1.3760
1.000 1.3760
0.618 1.3760
HIGH 1.3760
0.618 1.3760
0.500 1.3760
0.382 1.3760
LOW 1.3760
0.618 1.3760
1.000 1.3760
1.618 1.3760
2.618 1.3760
4.250 1.3760
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 1.3760 1.3733
PP 1.3756 1.3717
S1 1.3753 1.3701

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

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