CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 1.2650 1.2750 0.0100 0.8% 1.2837
High 1.2650 1.2750 0.0100 0.8% 1.2862
Low 1.2650 1.2693 0.0043 0.3% 1.2685
Close 1.2650 1.2697 0.0047 0.4% 1.2701
Range 0.0000 0.0057 0.0057 0.0177
ATR 0.0060 0.0063 0.0003 4.7% 0.0000
Volume 1 1 0 0.0% 90
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2884 1.2848 1.2728
R3 1.2827 1.2791 1.2713
R2 1.2770 1.2770 1.2707
R1 1.2734 1.2734 1.2702 1.2724
PP 1.2713 1.2713 1.2713 1.2708
S1 1.2677 1.2677 1.2692 1.2667
S2 1.2656 1.2656 1.2687
S3 1.2599 1.2620 1.2681
S4 1.2542 1.2563 1.2666
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3280 1.3168 1.2798
R3 1.3103 1.2991 1.2750
R2 1.2926 1.2926 1.2733
R1 1.2814 1.2814 1.2717 1.2782
PP 1.2749 1.2749 1.2749 1.2733
S1 1.2637 1.2637 1.2685 1.2605
S2 1.2572 1.2572 1.2669
S3 1.2395 1.2460 1.2652
S4 1.2218 1.2283 1.2604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2750 1.2642 0.0108 0.9% 0.0014 0.1% 51% True False 13
10 1.2862 1.2642 0.0220 1.7% 0.0007 0.1% 25% False False 14
20 1.3285 1.2642 0.0643 5.1% 0.0014 0.1% 9% False False 9
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 1.2992
2.618 1.2899
1.618 1.2842
1.000 1.2807
0.618 1.2785
HIGH 1.2750
0.618 1.2728
0.500 1.2722
0.382 1.2715
LOW 1.2693
0.618 1.2658
1.000 1.2636
1.618 1.2601
2.618 1.2544
4.250 1.2451
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 1.2722 1.2700
PP 1.2713 1.2699
S1 1.2705 1.2698

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

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