CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 1.2800 1.2837 0.0037 0.3% 1.3265
High 1.2800 1.2837 0.0037 0.3% 1.3265
Low 1.2800 1.2837 0.0037 0.3% 1.2800
Close 1.2743 1.2799 0.0056 0.4% 1.2743
Range
ATR 0.0067 0.0069 0.0002 2.9% 0.0000
Volume 20 7 -13 -65.0% 47
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2824 1.2812 1.2799
R3 1.2824 1.2812 1.2799
R2 1.2824 1.2824 1.2799
R1 1.2812 1.2812 1.2799 1.2818
PP 1.2824 1.2824 1.2824 1.2828
S1 1.2812 1.2812 1.2799 1.2818
S2 1.2824 1.2824 1.2799
S3 1.2824 1.2812 1.2799
S4 1.2824 1.2812 1.2799
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.4331 1.4002 1.2999
R3 1.3866 1.3537 1.2871
R2 1.3401 1.3401 1.2828
R1 1.3072 1.3072 1.2786 1.3004
PP 1.2936 1.2936 1.2936 1.2902
S1 1.2607 1.2607 1.2700 1.2539
S2 1.2471 1.2471 1.2658
S3 1.2006 1.2142 1.2615
S4 1.1541 1.1677 1.2487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3200 1.2800 0.0400 3.1% 0.0022 0.2% 0% False False 10
10 1.3285 1.2800 0.0485 3.8% 0.0017 0.1% 0% False False 6
20 1.3285 1.2798 0.0487 3.8% 0.0011 0.1% 0% False False 4
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 1.2837
2.618 1.2837
1.618 1.2837
1.000 1.2837
0.618 1.2837
HIGH 1.2837
0.618 1.2837
0.500 1.2837
0.382 1.2837
LOW 1.2837
0.618 1.2837
1.000 1.2837
1.618 1.2837
2.618 1.2837
4.250 1.2837
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 1.2837 1.2819
PP 1.2824 1.2812
S1 1.2812 1.2806

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

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