CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 1.3664 1.3817 0.0153 1.1% 1.3455
High 1.3840 1.3922 0.0082 0.6% 1.3774
Low 1.3629 1.3783 0.0154 1.1% 1.3374
Close 1.3830 1.3918 0.0088 0.6% 1.3761
Range 0.0211 0.0139 -0.0072 -34.1% 0.0400
ATR 0.0124 0.0125 0.0001 0.9% 0.0000
Volume 287 742 455 158.5% 3,044
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4291 1.4244 1.3994
R3 1.4152 1.4105 1.3956
R2 1.4013 1.4013 1.3943
R1 1.3966 1.3966 1.3931 1.3990
PP 1.3874 1.3874 1.3874 1.3886
S1 1.3827 1.3827 1.3905 1.3851
S2 1.3735 1.3735 1.3893
S3 1.3596 1.3688 1.3880
S4 1.3457 1.3549 1.3842
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4836 1.4699 1.3981
R3 1.4436 1.4299 1.3871
R2 1.4036 1.4036 1.3834
R1 1.3899 1.3899 1.3798 1.3968
PP 1.3636 1.3636 1.3636 1.3671
S1 1.3499 1.3499 1.3724 1.3568
S2 1.3236 1.3236 1.3688
S3 1.2836 1.3099 1.3651
S4 1.2436 1.2699 1.3541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3922 1.3546 0.0376 2.7% 0.0151 1.1% 99% True False 792
10 1.3922 1.3282 0.0640 4.6% 0.0141 1.0% 99% True False 615
20 1.3922 1.2650 0.1272 9.1% 0.0128 0.9% 100% True False 371
40 1.3922 1.2642 0.1280 9.2% 0.0079 0.6% 100% True False 196
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4513
2.618 1.4286
1.618 1.4147
1.000 1.4061
0.618 1.4008
HIGH 1.3922
0.618 1.3869
0.500 1.3853
0.382 1.3836
LOW 1.3783
0.618 1.3697
1.000 1.3644
1.618 1.3558
2.618 1.3419
4.250 1.3192
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 1.3896 1.3871
PP 1.3874 1.3823
S1 1.3853 1.3776

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

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