CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 1.4972 1.4844 -0.0128 -0.9% 1.4865
High 1.5005 1.4922 -0.0083 -0.6% 1.5035
Low 1.4815 1.4821 0.0006 0.0% 1.4815
Close 1.4857 1.4887 0.0030 0.2% 1.4887
Range 0.0190 0.0101 -0.0089 -46.8% 0.0220
ATR 0.0124 0.0122 -0.0002 -1.3% 0.0000
Volume 501 891 390 77.8% 3,017
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5180 1.5134 1.4943
R3 1.5079 1.5033 1.4915
R2 1.4978 1.4978 1.4906
R1 1.4932 1.4932 1.4896 1.4955
PP 1.4877 1.4877 1.4877 1.4888
S1 1.4831 1.4831 1.4878 1.4854
S2 1.4776 1.4776 1.4868
S3 1.4675 1.4730 1.4859
S4 1.4574 1.4629 1.4831
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5572 1.5450 1.5008
R3 1.5352 1.5230 1.4948
R2 1.5132 1.5132 1.4927
R1 1.5010 1.5010 1.4907 1.5071
PP 1.4912 1.4912 1.4912 1.4943
S1 1.4790 1.4790 1.4867 1.4851
S2 1.4692 1.4692 1.4847
S3 1.4472 1.4570 1.4827
S4 1.4252 1.4350 1.4766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5035 1.4815 0.0220 1.5% 0.0118 0.8% 33% False False 603
10 1.5035 1.4625 0.0410 2.8% 0.0125 0.8% 64% False False 567
20 1.5050 1.4625 0.0425 2.9% 0.0126 0.8% 62% False False 391
40 1.5050 1.4480 0.0570 3.8% 0.0112 0.8% 71% False False 286
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5351
2.618 1.5186
1.618 1.5085
1.000 1.5023
0.618 1.4984
HIGH 1.4922
0.618 1.4883
0.500 1.4872
0.382 1.4860
LOW 1.4821
0.618 1.4759
1.000 1.4720
1.618 1.4658
2.618 1.4557
4.250 1.4392
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 1.4882 1.4925
PP 1.4877 1.4912
S1 1.4872 1.4900

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

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