CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 1.4862 1.4806 -0.0056 -0.4% 1.4899
High 1.4912 1.4828 -0.0084 -0.6% 1.5050
Low 1.4761 1.4695 -0.0066 -0.4% 1.4826
Close 1.4799 1.4712 -0.0087 -0.6% 1.4992
Range 0.0151 0.0133 -0.0018 -11.9% 0.0224
ATR 0.0110 0.0112 0.0002 1.5% 0.0000
Volume 300 245 -55 -18.3% 980
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5144 1.5061 1.4785
R3 1.5011 1.4928 1.4749
R2 1.4878 1.4878 1.4736
R1 1.4795 1.4795 1.4724 1.4770
PP 1.4745 1.4745 1.4745 1.4733
S1 1.4662 1.4662 1.4700 1.4637
S2 1.4612 1.4612 1.4688
S3 1.4479 1.4529 1.4675
S4 1.4346 1.4396 1.4639
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 1.4695 0.0355 2.4% 0.0127 0.9% 5% False True 229
10 1.5050 1.4695 0.0355 2.4% 0.0120 0.8% 5% False True 233
20 1.5050 1.4480 0.0570 3.9% 0.0111 0.8% 41% False False 224
40 1.5050 1.4236 0.0814 5.5% 0.0092 0.6% 58% False False 147
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5393
2.618 1.5176
1.618 1.5043
1.000 1.4961
0.618 1.4910
HIGH 1.4828
0.618 1.4777
0.500 1.4762
0.382 1.4746
LOW 1.4695
0.618 1.4613
1.000 1.4562
1.618 1.4480
2.618 1.4347
4.250 1.4130
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 1.4762 1.4867
PP 1.4745 1.4815
S1 1.4729 1.4764

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

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