CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 1.5015 1.5038 0.0023 0.2% 1.4899
High 1.5027 1.5050 0.0023 0.2% 1.5050
Low 1.4940 1.4982 0.0042 0.3% 1.4826
Close 1.5016 1.4992 -0.0024 -0.2% 1.4992
Range 0.0087 0.0068 -0.0019 -21.8% 0.0224
ATR 0.0102 0.0100 -0.0002 -2.4% 0.0000
Volume 133 305 172 129.3% 980
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5212 1.5170 1.5029
R3 1.5144 1.5102 1.5011
R2 1.5076 1.5076 1.5004
R1 1.5034 1.5034 1.4998 1.5021
PP 1.5008 1.5008 1.5008 1.5002
S1 1.4966 1.4966 1.4986 1.4953
S2 1.4940 1.4940 1.4980
S3 1.4872 1.4898 1.4973
S4 1.4804 1.4830 1.4955
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5628 1.5534 1.5115
R3 1.5404 1.5310 1.5054
R2 1.5180 1.5180 1.5033
R1 1.5086 1.5086 1.5013 1.5133
PP 1.4956 1.4956 1.4956 1.4980
S1 1.4862 1.4862 1.4971 1.4909
S2 1.4732 1.4732 1.4951
S3 1.4508 1.4638 1.4930
S4 1.4284 1.4414 1.4869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5050 1.4826 0.0224 1.5% 0.0101 0.7% 74% True False 196
10 1.5050 1.4678 0.0372 2.5% 0.0104 0.7% 84% True False 243
20 1.5050 1.4480 0.0570 3.8% 0.0098 0.7% 90% True False 197
40 1.5050 1.4200 0.0850 5.7% 0.0080 0.5% 93% True False 130
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 True
Stretch 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5339
2.618 1.5228
1.618 1.5160
1.000 1.5118
0.618 1.5092
HIGH 1.5050
0.618 1.5024
0.500 1.5016
0.382 1.5008
LOW 1.4982
0.618 1.4940
1.000 1.4914
1.618 1.4872
2.618 1.4804
4.250 1.4693
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 1.5016 1.4988
PP 1.5008 1.4984
S1 1.5000 1.4980

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

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