CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 1.3433 1.3565 0.0132 1.0% 1.3025
High 1.3583 1.3629 0.0046 0.3% 1.3488
Low 1.3374 1.3560 0.0186 1.4% 1.3023
Close 1.3555 1.3629 0.0074 0.5% 1.3461
Range 0.0209 0.0069 -0.0140 -67.0% 0.0465
ATR 0.0116 0.0113 -0.0003 -2.6% 0.0000
Volume 430 407 -23 -5.3% 1,063
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3813 1.3790 1.3667
R3 1.3744 1.3721 1.3648
R2 1.3675 1.3675 1.3642
R1 1.3652 1.3652 1.3635 1.3664
PP 1.3606 1.3606 1.3606 1.3612
S1 1.3583 1.3583 1.3623 1.3595
S2 1.3537 1.3537 1.3616
S3 1.3468 1.3514 1.3610
S4 1.3399 1.3445 1.3591
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 1.3629 1.3282 0.0347 2.5% 0.0131 1.0% 100% True False 439
10 1.3629 1.2975 0.0654 4.8% 0.0135 1.0% 100% True False 319
20 1.3629 1.2650 0.0979 7.2% 0.0107 0.8% 100% True False 185
40 1.3629 1.2642 0.0987 7.2% 0.0061 0.5% 100% True False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3922
2.618 1.3810
1.618 1.3741
1.000 1.3698
0.618 1.3672
HIGH 1.3629
0.618 1.3603
0.500 1.3595
0.382 1.3586
LOW 1.3560
0.618 1.3517
1.000 1.3491
1.618 1.3448
2.618 1.3379
4.250 1.3267
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 1.3618 1.3587
PP 1.3606 1.3544
S1 1.3595 1.3502

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

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