CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	1.2845	1.2992	0.0147	1.1%	1.2897
High	1.3015	1.3020	0.0005	0.0%	1.2897
Low	1.2825	1.2954	0.0129	1.0%	1.2650
Close	1.3009	1.2996	-0.0013	-0.1%	1.2709
Range	0.0190	0.0066	-0.0124	-65.3%	0.0247
ATR	0.0086	0.0084	-0.0001	-1.7%	0.0000
Volume	60	96	36	60.0%	302

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3188	1.3158	1.3032
R3	1.3122	1.3092	1.3014
R2	1.3056	1.3056	1.3008
R1	1.3026	1.3026	1.3002	1.3041
PP	1.2990	1.2990	1.2990	1.2998
S1	1.2960	1.2960	1.2990	1.2975
S2	1.2924	1.2924	1.2984
S3	1.2858	1.2894	1.2978
S4	1.2792	1.2828	1.2960

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3493	1.3348	1.2845
R3	1.3246	1.3101	1.2777
R2	1.2999	1.2999	1.2754
R1	1.2854	1.2854	1.2732	1.2803
PP	1.2752	1.2752	1.2752	1.2727
S1	1.2607	1.2607	1.2686	1.2556
S2	1.2505	1.2505	1.2664
S3	1.2258	1.2360	1.2641
S4	1.2011	1.2113	1.2573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3020	1.2650	0.0370	2.8%	0.0090	0.7%	94%	True	False	52
10	1.3020	1.2650	0.0370	2.8%	0.0078	0.6%	94%	True	False	50
20	1.3020	1.2642	0.0378	2.9%	0.0047	0.4%	94%	True	False	31
40	1.3285	1.2642	0.0643	4.9%	0.0029	0.2%	55%	False	False	18

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3301
2.618	1.3193
1.618	1.3127
1.000	1.3086
0.618	1.3061
HIGH	1.3020
0.618	1.2995
0.500	1.2987
0.382	1.2979
LOW	1.2954
0.618	1.2913
1.000	1.2888
1.618	1.2847
2.618	1.2781
4.250	1.2674

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	1.2993	1.2964
PP	1.2990	1.2932
S1	1.2987	1.2901

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