CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 1.5002 1.4862 -0.0140 -0.9% 1.4899
High 1.5038 1.4912 -0.0126 -0.8% 1.5050
Low 1.4843 1.4761 -0.0082 -0.6% 1.4826
Close 1.4850 1.4799 -0.0051 -0.3% 1.4992
Range 0.0195 0.0151 -0.0044 -22.6% 0.0224
ATR 0.0107 0.0110 0.0003 3.0% 0.0000
Volume 162 300 138 85.2% 980
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5277 1.5189 1.4882
R3 1.5126 1.5038 1.4841
R2 1.4975 1.4975 1.4827
R1 1.4887 1.4887 1.4813 1.4856
PP 1.4824 1.4824 1.4824 1.4808
S1 1.4736 1.4736 1.4785 1.4705
S2 1.4673 1.4673 1.4771
S3 1.4522 1.4585 1.4757
S4 1.4371 1.4434 1.4716
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 1.4761 0.0289 2.0% 0.0125 0.8% 13% False True 237
10 1.5050 1.4761 0.0289 2.0% 0.0116 0.8% 13% False True 231
20 1.5050 1.4480 0.0570 3.9% 0.0108 0.7% 56% False False 216
40 1.5050 1.4200 0.0850 5.7% 0.0089 0.6% 70% False False 141
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5554
2.618 1.5307
1.618 1.5156
1.000 1.5063
0.618 1.5005
HIGH 1.4912
0.618 1.4854
0.500 1.4837
0.382 1.4819
LOW 1.4761
0.618 1.4668
1.000 1.4610
1.618 1.4517
2.618 1.4366
4.250 1.4119
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 1.4837 1.4906
PP 1.4824 1.4870
S1 1.4812 1.4835

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

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