CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 1.3078 1.3018 -0.0060 -0.5% 1.2980
High 1.3078 1.3050 -0.0028 -0.2% 1.3078
Low 1.3078 1.3018 -0.0060 -0.5% 1.2980
Close 1.3063 1.3043 -0.0020 -0.2% 1.3043
Range 0.0000 0.0032 0.0032 0.0098
ATR
Volume 1 1 0 0.0% 8
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3133 1.3120 1.3061
R3 1.3101 1.3088 1.3052
R2 1.3069 1.3069 1.3049
R1 1.3056 1.3056 1.3046 1.3063
PP 1.3037 1.3037 1.3037 1.3040
S1 1.3024 1.3024 1.3040 1.3031
S2 1.3005 1.3005 1.3037
S3 1.2973 1.2992 1.3034
S4 1.2941 1.2960 1.3025
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3328 1.3283 1.3097
R3 1.3230 1.3185 1.3070
R2 1.3132 1.3132 1.3061
R1 1.3087 1.3087 1.3052 1.3110
PP 1.3034 1.3034 1.3034 1.3045
S1 1.2989 1.2989 1.3034 1.3012
S2 1.2936 1.2936 1.3025
S3 1.2838 1.2891 1.3016
S4 1.2740 1.2793 1.2989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3078 1.2980 0.0098 0.8% 0.0006 0.0% 64% False False 1
10 1.3078 1.2798 0.0280 2.1% 0.0006 0.0% 88% False False 2
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 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3186
2.618 1.3134
1.618 1.3102
1.000 1.3082
0.618 1.3070
HIGH 1.3050
0.618 1.3038
0.500 1.3034
0.382 1.3030
LOW 1.3018
0.618 1.2998
1.000 1.2986
1.618 1.2966
2.618 1.2934
4.250 1.2882
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 1.3040 1.3043
PP 1.3037 1.3043
S1 1.3034 1.3043

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

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