CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 1.3927 1.3887 -0.0040 -0.3% 1.3946
High 1.4012 1.3938 -0.0074 -0.5% 1.4012
Low 1.3846 1.3838 -0.0008 -0.1% 1.3683
Close 1.3903 1.3901 -0.0002 0.0% 1.3901
Range 0.0166 0.0100 -0.0066 -39.8% 0.0329
ATR 0.0159 0.0154 -0.0004 -2.6% 0.0000
Volume 674 400 -274 -40.7% 2,938
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4192 1.4147 1.3956
R3 1.4092 1.4047 1.3929
R2 1.3992 1.3992 1.3919
R1 1.3947 1.3947 1.3910 1.3970
PP 1.3892 1.3892 1.3892 1.3904
S1 1.3847 1.3847 1.3892 1.3870
S2 1.3792 1.3792 1.3883
S3 1.3692 1.3747 1.3874
S4 1.3592 1.3647 1.3846
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4852 1.4706 1.4082
R3 1.4523 1.4377 1.3991
R2 1.4194 1.4194 1.3961
R1 1.4048 1.4048 1.3931 1.3957
PP 1.3865 1.3865 1.3865 1.3820
S1 1.3719 1.3719 1.3871 1.3628
S2 1.3536 1.3536 1.3841
S3 1.3207 1.3390 1.3811
S4 1.2878 1.3061 1.3720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4012 1.3683 0.0329 2.4% 0.0198 1.4% 66% False False 587
10 1.4154 1.3683 0.0471 3.4% 0.0174 1.3% 46% False False 483
20 1.4154 1.3374 0.0780 5.6% 0.0158 1.1% 68% False False 586
40 1.4154 1.2650 0.1504 10.8% 0.0125 0.9% 83% False False 343
60 1.4154 1.2642 0.1512 10.9% 0.0088 0.6% 83% False False 232
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 0.0043
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4363
2.618 1.4200
1.618 1.4100
1.000 1.4038
0.618 1.4000
HIGH 1.3938
0.618 1.3900
0.500 1.3888
0.382 1.3876
LOW 1.3838
0.618 1.3776
1.000 1.3738
1.618 1.3676
2.618 1.3576
4.250 1.3413
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 1.3897 1.3883
PP 1.3892 1.3865
S1 1.3888 1.3848

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

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