CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 1.2897 1.2689 -0.0208 -1.6% 1.2660
High 1.2897 1.2740 -0.0157 -1.2% 1.2880
Low 1.2673 1.2680 0.0007 0.1% 1.2660
Close 1.2694 1.2716 0.0022 0.2% 1.2869
Range 0.0224 0.0060 -0.0164 -73.2% 0.0220
ATR 0.0076 0.0074 -0.0001 -1.5% 0.0000
Volume 16 209 193 1,206.3% 46
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2892 1.2864 1.2749
R3 1.2832 1.2804 1.2733
R2 1.2772 1.2772 1.2727
R1 1.2744 1.2744 1.2722 1.2758
PP 1.2712 1.2712 1.2712 1.2719
S1 1.2684 1.2684 1.2711 1.2698
S2 1.2652 1.2652 1.2705
S3 1.2592 1.2624 1.2700
S4 1.2532 1.2564 1.2683
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3463 1.3386 1.2990
R3 1.3243 1.3166 1.2930
R2 1.3023 1.3023 1.2909
R1 1.2946 1.2946 1.2889 1.2985
PP 1.2803 1.2803 1.2803 1.2822
S1 1.2726 1.2726 1.2849 1.2765
S2 1.2583 1.2583 1.2829
S3 1.2363 1.2506 1.2809
S4 1.2143 1.2286 1.2748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2897 1.2673 0.0224 1.8% 0.0067 0.5% 19% False False 48
10 1.2897 1.2650 0.0247 1.9% 0.0047 0.4% 27% False False 27
20 1.2983 1.2642 0.0341 2.7% 0.0030 0.2% 22% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2995
2.618 1.2897
1.618 1.2837
1.000 1.2800
0.618 1.2777
HIGH 1.2740
0.618 1.2717
0.500 1.2710
0.382 1.2703
LOW 1.2680
0.618 1.2643
1.000 1.2620
1.618 1.2583
2.618 1.2523
4.250 1.2425
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 1.2714 1.2785
PP 1.2712 1.2762
S1 1.2710 1.2739

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

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