CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 1.3497 1.3530 0.0033 0.2% 1.3560
High 1.3497 1.3530 0.0033 0.2% 1.3560
Low 1.3403 1.3530 0.0127 0.9% 1.3273
Close 1.3420 1.3509 0.0089 0.7% 1.3399
Range 0.0094 0.0000 -0.0094 -100.0% 0.0287
ATR 0.0074 0.0077 0.0003 3.5% 0.0000
Volume 10 3 -7 -70.0% 17
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3523 1.3516 1.3509
R3 1.3523 1.3516 1.3509
R2 1.3523 1.3523 1.3509
R1 1.3516 1.3516 1.3509 1.3520
PP 1.3523 1.3523 1.3523 1.3525
S1 1.3516 1.3516 1.3509 1.3520
S2 1.3523 1.3523 1.3509
S3 1.3523 1.3516 1.3509
S4 1.3523 1.3516 1.3509
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4272 1.4122 1.3557
R3 1.3985 1.3835 1.3478
R2 1.3698 1.3698 1.3452
R1 1.3548 1.3548 1.3425 1.3480
PP 1.3411 1.3411 1.3411 1.3376
S1 1.3261 1.3261 1.3373 1.3193
S2 1.3124 1.3124 1.3346
S3 1.2837 1.2974 1.3320
S4 1.2550 1.2687 1.3241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3530 1.3273 0.0257 1.9% 0.0031 0.2% 92% True False 4
10 1.3600 1.3273 0.0327 2.4% 0.0025 0.2% 72% False False 3
20 1.3765 1.3273 0.0492 3.6% 0.0012 0.1% 48% False False 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 1.3530
2.618 1.3530
1.618 1.3530
1.000 1.3530
0.618 1.3530
HIGH 1.3530
0.618 1.3530
0.500 1.3530
0.382 1.3530
LOW 1.3530
0.618 1.3530
1.000 1.3530
1.618 1.3530
2.618 1.3530
4.250 1.3530
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 1.3530 1.3495
PP 1.3523 1.3481
S1 1.3516 1.3467

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

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