CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 1.4100 1.4189 0.0089 0.6% 1.3934
High 1.4250 1.4222 -0.0028 -0.2% 1.4250
Low 1.4083 1.4000 -0.0083 -0.6% 1.3847
Close 1.4181 1.4018 -0.0163 -1.1% 1.4018
Range 0.0167 0.0222 0.0055 32.9% 0.0403
ATR 0.0159 0.0163 0.0005 2.8% 0.0000
Volume 1,186 977 -209 -17.6% 3,639
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4746 1.4604 1.4140
R3 1.4524 1.4382 1.4079
R2 1.4302 1.4302 1.4059
R1 1.4160 1.4160 1.4038 1.4120
PP 1.4080 1.4080 1.4080 1.4060
S1 1.3938 1.3938 1.3998 1.3898
S2 1.3858 1.3858 1.3977
S3 1.3636 1.3716 1.3957
S4 1.3414 1.3494 1.3896
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.5247 1.5036 1.4240
R3 1.4844 1.4633 1.4129
R2 1.4441 1.4441 1.4092
R1 1.4230 1.4230 1.4055 1.4336
PP 1.4038 1.4038 1.4038 1.4091
S1 1.3827 1.3827 1.3981 1.3933
S2 1.3635 1.3635 1.3944
S3 1.3232 1.3424 1.3907
S4 1.2829 1.3021 1.3796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4250 1.3847 0.0403 2.9% 0.0178 1.3% 42% False False 727
10 1.4250 1.3710 0.0540 3.9% 0.0163 1.2% 57% False False 595
20 1.4250 1.3683 0.0567 4.0% 0.0168 1.2% 59% False False 539
40 1.4250 1.2781 0.1469 10.5% 0.0153 1.1% 84% False False 483
60 1.4250 1.2642 0.1608 11.5% 0.0112 0.8% 86% False False 330
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 0.0023
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5166
2.618 1.4803
1.618 1.4581
1.000 1.4444
0.618 1.4359
HIGH 1.4222
0.618 1.4137
0.500 1.4111
0.382 1.4085
LOW 1.4000
0.618 1.3863
1.000 1.3778
1.618 1.3641
2.618 1.3419
4.250 1.3057
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 1.4111 1.4109
PP 1.4080 1.4079
S1 1.4049 1.4048

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

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