CME Euro FX (E) Future March 2011

Trading Metrics calculated at close of trading on 24-Sep-2010

Day Change Summary
	Previous	Current
	23-Sep-2010	24-Sep-2010	Change	Change %	Previous Week
Open	1.3376	1.3314	-0.0062	-0.5%	1.3025
High	1.3396	1.3488	0.0092	0.7%	1.3488
Low	1.3300	1.3282	-0.0018	-0.1%	1.3023
Close	1.3325	1.3461	0.0136	1.0%	1.3461
Range	0.0096	0.0206	0.0110	114.6%	0.0465
ATR	0.0104	0.0111	0.0007	7.0%	0.0000
Volume	259	218	-41	-15.8%	1,063

Daily Pivots for day following 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4028	1.3951	1.3574
R3	1.3822	1.3745	1.3518
R2	1.3616	1.3616	1.3499
R1	1.3539	1.3539	1.3480	1.3578
PP	1.3410	1.3410	1.3410	1.3430
S1	1.3333	1.3333	1.3442	1.3372
S2	1.3204	1.3204	1.3423
S3	1.2998	1.3127	1.3404
S4	1.2792	1.2921	1.3348

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.4719	1.4555	1.3717
R3	1.4254	1.4090	1.3589
R2	1.3789	1.3789	1.3546
R1	1.3625	1.3625	1.3504	1.3707
PP	1.3324	1.3324	1.3324	1.3365
S1	1.3160	1.3160	1.3418	1.3242
S2	1.2859	1.2859	1.3376
S3	1.2394	1.2695	1.3333
S4	1.1929	1.2230	1.3205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3488	1.3023	0.0465	3.5%	0.0154	1.1%	94%	True	False	212
10	1.3488	1.2781	0.0707	5.3%	0.0134	1.0%	96%	True	False	166
20	1.3488	1.2650	0.0838	6.2%	0.0093	0.7%	97%	True	False	100
40	1.3488	1.2642	0.0846	6.3%	0.0053	0.4%	97%	True	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4364
2.618	1.4027
1.618	1.3821
1.000	1.3694
0.618	1.3615
HIGH	1.3488
0.618	1.3409
0.500	1.3385
0.382	1.3361
LOW	1.3282
0.618	1.3155
1.000	1.3076
1.618	1.2949
2.618	1.2743
4.250	1.2407

Fisher Pivots for day following 24-Sep-2010
Pivot	1 day	3 day
R1	1.3436	1.3433
PP	1.3410	1.3404
S1	1.3385	1.3376

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