CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 1.3397 1.3335 -0.0062 -0.5% 1.3665
High 1.3397 1.3335 -0.0062 -0.5% 1.3765
Low 1.3307 1.3273 -0.0034 -0.3% 1.3532
Close 1.3337 1.3291 -0.0046 -0.3% 1.3532
Range 0.0090 0.0062 -0.0028 -31.1% 0.0233
ATR 0.0071 0.0070 0.0000 -0.7% 0.0000
Volume 2 7 5 250.0% 8
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3486 1.3450 1.3325
R3 1.3424 1.3388 1.3308
R2 1.3362 1.3362 1.3302
R1 1.3326 1.3326 1.3297 1.3313
PP 1.3300 1.3300 1.3300 1.3293
S1 1.3264 1.3264 1.3285 1.3251
S2 1.3238 1.3238 1.3280
S3 1.3176 1.3202 1.3274
S4 1.3114 1.3140 1.3257
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 1.3560 1.3273 0.0287 2.2% 0.0030 0.2% 6% False True 3
10 1.3765 1.3273 0.0492 3.7% 0.0015 0.1% 4% False True 2
20 1.3765 1.3273 0.0492 3.7% 0.0008 0.1% 4% False True 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3599
2.618 1.3497
1.618 1.3435
1.000 1.3397
0.618 1.3373
HIGH 1.3335
0.618 1.3311
0.500 1.3304
0.382 1.3297
LOW 1.3273
0.618 1.3235
1.000 1.3211
1.618 1.3173
2.618 1.3111
4.250 1.3010
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 1.3304 1.3412
PP 1.3300 1.3371
S1 1.3295 1.3331

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

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