CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 1.4969 1.4875 -0.0094 -0.6% 1.4865
High 1.4975 1.4981 0.0006 0.0% 1.5035
Low 1.4800 1.4860 0.0060 0.4% 1.4815
Close 1.4845 1.4929 0.0084 0.6% 1.4887
Range 0.0175 0.0121 -0.0054 -30.9% 0.0220
ATR 0.0127 0.0127 0.0001 0.5% 0.0000
Volume 1,858 1,140 -718 -38.6% 3,017
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5286 1.5229 1.4996
R3 1.5165 1.5108 1.4962
R2 1.5044 1.5044 1.4951
R1 1.4987 1.4987 1.4940 1.5016
PP 1.4923 1.4923 1.4923 1.4938
S1 1.4866 1.4866 1.4918 1.4895
S2 1.4802 1.4802 1.4907
S3 1.4681 1.4745 1.4896
S4 1.4560 1.4624 1.4862
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 1.5007 1.4800 0.0207 1.4% 0.0144 1.0% 62% False False 936
10 1.5035 1.4800 0.0235 1.6% 0.0121 0.8% 55% False False 752
20 1.5050 1.4625 0.0425 2.8% 0.0130 0.9% 72% False False 528
40 1.5050 1.4480 0.0570 3.8% 0.0116 0.8% 79% False False 358
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5495
2.618 1.5298
1.618 1.5177
1.000 1.5102
0.618 1.5056
HIGH 1.4981
0.618 1.4935
0.500 1.4921
0.382 1.4906
LOW 1.4860
0.618 1.4785
1.000 1.4739
1.618 1.4664
2.618 1.4543
4.250 1.4346
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 1.4926 1.4921
PP 1.4923 1.4912
S1 1.4921 1.4904

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

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