CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 1.2703 1.2792 0.0089 0.7% 1.2642
High 1.2703 1.2792 0.0089 0.7% 1.2760
Low 1.2686 1.2792 0.0106 0.8% 1.2642
Close 1.2658 1.2792 0.0134 1.1% 1.2726
Range 0.0017 0.0000 -0.0017 -100.0% 0.0118
ATR 0.0062 0.0067 0.0005 8.3% 0.0000
Volume 14 16 2 14.3% 43
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2792 1.2792 1.2792
R3 1.2792 1.2792 1.2792
R2 1.2792 1.2792 1.2792
R1 1.2792 1.2792 1.2792 1.2792
PP 1.2792 1.2792 1.2792 1.2792
S1 1.2792 1.2792 1.2792 1.2792
S2 1.2792 1.2792 1.2792
S3 1.2792 1.2792 1.2792
S4 1.2792 1.2792 1.2792
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 1.2792 1.2660 0.0132 1.0% 0.0028 0.2% 100% True False 9
10 1.2811 1.2642 0.0169 1.3% 0.0015 0.1% 89% False False 14
20 1.3285 1.2642 0.0643 5.0% 0.0015 0.1% 23% False False 11
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 1.2792
2.618 1.2792
1.618 1.2792
1.000 1.2792
0.618 1.2792
HIGH 1.2792
0.618 1.2792
0.500 1.2792
0.382 1.2792
LOW 1.2792
0.618 1.2792
1.000 1.2792
1.618 1.2792
2.618 1.2792
4.250 1.2792
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 1.2792 1.2770
PP 1.2792 1.2748
S1 1.2792 1.2726

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

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