CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 1.3872 1.4009 0.0137 1.0% 1.3920
High 1.4029 1.4177 0.0148 1.1% 1.4053
Low 1.3871 1.3968 0.0097 0.7% 1.3710
Close 1.4009 1.4078 0.0069 0.5% 1.3868
Range 0.0158 0.0209 0.0051 32.3% 0.0343
ATR 0.0154 0.0158 0.0004 2.5% 0.0000
Volume 915 277 -638 -69.7% 2,320
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4701 1.4599 1.4193
R3 1.4492 1.4390 1.4135
R2 1.4283 1.4283 1.4116
R1 1.4181 1.4181 1.4097 1.4232
PP 1.4074 1.4074 1.4074 1.4100
S1 1.3972 1.3972 1.4059 1.4023
S2 1.3865 1.3865 1.4040
S3 1.3656 1.3763 1.4021
S4 1.3447 1.3554 1.3963
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4906 1.4730 1.4057
R3 1.4563 1.4387 1.3962
R2 1.4220 1.4220 1.3931
R1 1.4044 1.4044 1.3899 1.3961
PP 1.3877 1.3877 1.3877 1.3835
S1 1.3701 1.3701 1.3837 1.3618
S2 1.3534 1.3534 1.3805
S3 1.3191 1.3358 1.3774
S4 1.2848 1.3015 1.3679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4177 1.3745 0.0432 3.1% 0.0163 1.2% 77% True False 486
10 1.4177 1.3710 0.0467 3.3% 0.0151 1.1% 79% True False 487
20 1.4177 1.3683 0.0494 3.5% 0.0164 1.2% 80% True False 492
40 1.4177 1.2650 0.1527 10.8% 0.0146 1.0% 94% True False 431
60 1.4177 1.2642 0.1535 10.9% 0.0107 0.8% 94% True False 295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5065
2.618 1.4724
1.618 1.4515
1.000 1.4386
0.618 1.4306
HIGH 1.4177
0.618 1.4097
0.500 1.4073
0.382 1.4048
LOW 1.3968
0.618 1.3839
1.000 1.3759
1.618 1.3630
2.618 1.3421
4.250 1.3080
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 1.4076 1.4056
PP 1.4074 1.4034
S1 1.4073 1.4012

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

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