CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 1.4718 1.4859 0.0141 1.0% 1.5002
High 1.4893 1.4905 0.0012 0.1% 1.5038
Low 1.4712 1.4807 0.0095 0.6% 1.4692
Close 1.4889 1.4860 -0.0029 -0.2% 1.4719
Range 0.0181 0.0098 -0.0083 -45.9% 0.0346
ATR 0.0126 0.0124 -0.0002 -1.6% 0.0000
Volume 772 807 35 4.5% 1,164
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5151 1.5104 1.4914
R3 1.5053 1.5006 1.4887
R2 1.4955 1.4955 1.4878
R1 1.4908 1.4908 1.4869 1.4932
PP 1.4857 1.4857 1.4857 1.4869
S1 1.4810 1.4810 1.4851 1.4834
S2 1.4759 1.4759 1.4842
S3 1.4661 1.4712 1.4833
S4 1.4563 1.4614 1.4806
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.5854 1.5633 1.4909
R3 1.5508 1.5287 1.4814
R2 1.5162 1.5162 1.4782
R1 1.4941 1.4941 1.4751 1.4879
PP 1.4816 1.4816 1.4816 1.4785
S1 1.4595 1.4595 1.4687 1.4533
S2 1.4470 1.4470 1.4656
S3 1.4124 1.4249 1.4624
S4 1.3778 1.3903 1.4529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4905 1.4625 0.0280 1.9% 0.0141 0.9% 84% True False 495
10 1.5050 1.4625 0.0425 2.9% 0.0141 0.9% 55% False False 371
20 1.5050 1.4625 0.0425 2.9% 0.0124 0.8% 55% False False 316
40 1.5050 1.4480 0.0570 3.8% 0.0107 0.7% 67% False False 211
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 False
Stretch 0.0024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5322
2.618 1.5162
1.618 1.5064
1.000 1.5003
0.618 1.4966
HIGH 1.4905
0.618 1.4868
0.500 1.4856
0.382 1.4844
LOW 1.4807
0.618 1.4746
1.000 1.4709
1.618 1.4648
2.618 1.4550
4.250 1.4391
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 1.4859 1.4828
PP 1.4857 1.4797
S1 1.4856 1.4765

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

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