CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 1.4865 1.5000 0.0135 0.9% 1.4710
High 1.5007 1.5002 -0.0005 0.0% 1.4905
Low 1.4863 1.4933 0.0070 0.5% 1.4625
Close 1.4990 1.4973 -0.0017 -0.1% 1.4829
Range 0.0144 0.0069 -0.0075 -52.1% 0.0280
ATR 0.0126 0.0121 -0.0004 -3.2% 0.0000
Volume 719 580 -139 -19.3% 2,660
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5176 1.5144 1.5011
R3 1.5107 1.5075 1.4992
R2 1.5038 1.5038 1.4986
R1 1.5006 1.5006 1.4979 1.4988
PP 1.4969 1.4969 1.4969 1.4960
S1 1.4937 1.4937 1.4967 1.4919
S2 1.4900 1.4900 1.4960
S3 1.4831 1.4868 1.4954
S4 1.4762 1.4799 1.4935
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5626 1.5508 1.4983
R3 1.5346 1.5228 1.4906
R2 1.5066 1.5066 1.4880
R1 1.4948 1.4948 1.4855 1.5007
PP 1.4786 1.4786 1.4786 1.4816
S1 1.4668 1.4668 1.4803 1.4727
S2 1.4506 1.4506 1.4778
S3 1.4226 1.4388 1.4752
S4 1.3946 1.4108 1.4675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5007 1.4712 0.0295 2.0% 0.0117 0.8% 88% False False 657
10 1.5007 1.4625 0.0382 2.6% 0.0130 0.9% 91% False False 466
20 1.5050 1.4625 0.0425 2.8% 0.0123 0.8% 82% False False 348
40 1.5050 1.4480 0.0570 3.8% 0.0108 0.7% 86% False False 249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5295
2.618 1.5183
1.618 1.5114
1.000 1.5071
0.618 1.5045
HIGH 1.5002
0.618 1.4976
0.500 1.4968
0.382 1.4959
LOW 1.4933
0.618 1.4890
1.000 1.4864
1.618 1.4821
2.618 1.4752
4.250 1.4640
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 1.4971 1.4952
PP 1.4969 1.4930
S1 1.4968 1.4909

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

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