CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 1.3560 1.3550 -0.0010 -0.1% 1.3665
High 1.3560 1.3550 -0.0010 -0.1% 1.3765
Low 1.3560 1.3550 -0.0010 -0.1% 1.3532
Close 1.3540 1.3487 -0.0053 -0.4% 1.3532
Range
ATR 0.0066 0.0062 -0.0004 -6.1% 0.0000
Volume 4 1 -3 -75.0% 8
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3529 1.3508 1.3487
R3 1.3529 1.3508 1.3487
R2 1.3529 1.3529 1.3487
R1 1.3508 1.3508 1.3487 1.3519
PP 1.3529 1.3529 1.3529 1.3534
S1 1.3508 1.3508 1.3487 1.3519
S2 1.3529 1.3529 1.3487
S3 1.3529 1.3508 1.3487
S4 1.3529 1.3508 1.3487
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4309 1.4153 1.3660
R3 1.4076 1.3920 1.3596
R2 1.3843 1.3843 1.3575
R1 1.3687 1.3687 1.3553 1.3649
PP 1.3610 1.3610 1.3610 1.3590
S1 1.3454 1.3454 1.3511 1.3416
S2 1.3377 1.3377 1.3489
S3 1.3144 1.3221 1.3468
S4 1.2911 1.2988 1.3404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3765 1.3532 0.0233 1.7% 0.0000 0.0% -19% False False 2
10 1.3765 1.3532 0.0233 1.7% 0.0000 0.0% -19% False False 1
20 1.3765 1.3485 0.0280 2.1% 0.0002 0.0% 1% False False 6
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3550
2.618 1.3550
1.618 1.3550
1.000 1.3550
0.618 1.3550
HIGH 1.3550
0.618 1.3550
0.500 1.3550
0.382 1.3550
LOW 1.3550
0.618 1.3550
1.000 1.3550
1.618 1.3550
2.618 1.3550
4.250 1.3550
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 1.3550 1.3546
PP 1.3529 1.3526
S1 1.3508 1.3507

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

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