CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	1.2750	1.2695	-0.0055	-0.4%	1.2642
High	1.2750	1.2760	0.0010	0.1%	1.2760
Low	1.2693	1.2695	0.0002	0.0%	1.2642
Close	1.2697	1.2726	0.0029	0.2%	1.2726
Range	0.0057	0.0065	0.0008	14.0%	0.0118
ATR	0.0063	0.0063	0.0000	0.2%	0.0000
Volume	1	4	3	300.0%	43

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.2922	1.2889	1.2762
R3	1.2857	1.2824	1.2744
R2	1.2792	1.2792	1.2738
R1	1.2759	1.2759	1.2732	1.2776
PP	1.2727	1.2727	1.2727	1.2735
S1	1.2694	1.2694	1.2720	1.2711
S2	1.2662	1.2662	1.2714
S3	1.2597	1.2629	1.2708
S4	1.2532	1.2564	1.2690

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3063	1.3013	1.2791
R3	1.2945	1.2895	1.2758
R2	1.2827	1.2827	1.2748
R1	1.2777	1.2777	1.2737	1.2802
PP	1.2709	1.2709	1.2709	1.2722
S1	1.2659	1.2659	1.2715	1.2684
S2	1.2591	1.2591	1.2704
S3	1.2473	1.2541	1.2694
S4	1.2355	1.2423	1.2661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2760	1.2642	0.0118	0.9%	0.0024	0.2%	71%	True	False	8
10	1.2862	1.2642	0.0220	1.7%	0.0013	0.1%	38%	False	False	13
20	1.3285	1.2642	0.0643	5.1%	0.0015	0.1%	13%	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 12 trading days

Fibonacci Retracements and Extensions
4.250	1.3036
2.618	1.2930
1.618	1.2865
1.000	1.2825
0.618	1.2800
HIGH	1.2760
0.618	1.2735
0.500	1.2728
0.382	1.2720
LOW	1.2695
0.618	1.2655
1.000	1.2630
1.618	1.2590
2.618	1.2525
4.250	1.2419

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	1.2728	1.2719
PP	1.2727	1.2712
S1	1.2727	1.2705

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols