CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	1.2998	1.3091	0.0093	0.7%	1.2820
High	1.3093	1.3139	0.0046	0.4%	1.3139
Low	1.2975	1.3028	0.0053	0.4%	1.2781
Close	1.3068	1.3032	-0.0036	-0.3%	1.3032
Range	0.0118	0.0111	-0.0007	-5.9%	0.0358
ATR	0.0087	0.0089	0.0002	2.0%	0.0000
Volume	311	105	-206	-66.2%	603

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.3399	1.3327	1.3093
R3	1.3288	1.3216	1.3063
R2	1.3177	1.3177	1.3052
R1	1.3105	1.3105	1.3042	1.3086
PP	1.3066	1.3066	1.3066	1.3057
S1	1.2994	1.2994	1.3022	1.2975
S2	1.2955	1.2955	1.3012
S3	1.2844	1.2883	1.3001
S4	1.2733	1.2772	1.2971

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4058	1.3903	1.3229
R3	1.3700	1.3545	1.3130
R2	1.3342	1.3342	1.3098
R1	1.3187	1.3187	1.3065	1.3265
PP	1.2984	1.2984	1.2984	1.3023
S1	1.2829	1.2829	1.2999	1.2907
S2	1.2626	1.2626	1.2966
S3	1.2268	1.2471	1.2934
S4	1.1910	1.2113	1.2835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3139	1.2781	0.0358	2.7%	0.0115	0.9%	70%	True	False	120
10	1.3139	1.2650	0.0489	3.8%	0.0101	0.8%	78%	True	False	90
20	1.3139	1.2642	0.0497	3.8%	0.0058	0.4%	78%	True	False	51
40	1.3285	1.2642	0.0643	4.9%	0.0034	0.3%	61%	False	False	29

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3611
2.618	1.3430
1.618	1.3319
1.000	1.3250
0.618	1.3208
HIGH	1.3139
0.618	1.3097
0.500	1.3084
0.382	1.3070
LOW	1.3028
0.618	1.2959
1.000	1.2917
1.618	1.2848
2.618	1.2737
4.250	1.2556

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	1.3084	1.3047
PP	1.3066	1.3042
S1	1.3049	1.3037

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