CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 1.4850 1.4953 0.0103 0.7% 1.4914
High 1.4984 1.4978 -0.0006 0.0% 1.5007
Low 1.4844 1.4880 0.0036 0.2% 1.4788
Close 1.4961 1.4965 0.0004 0.0% 1.4843
Range 0.0140 0.0098 -0.0042 -30.0% 0.0219
ATR 0.0128 0.0126 -0.0002 -1.7% 0.0000
Volume 1,269 1,133 -136 -10.7% 6,130
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5235 1.5198 1.5019
R3 1.5137 1.5100 1.4992
R2 1.5039 1.5039 1.4983
R1 1.5002 1.5002 1.4974 1.5021
PP 1.4941 1.4941 1.4941 1.4950
S1 1.4904 1.4904 1.4956 1.4923
S2 1.4843 1.4843 1.4947
S3 1.4745 1.4806 1.4938
S4 1.4647 1.4708 1.4911
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5536 1.5409 1.4963
R3 1.5317 1.5190 1.4903
R2 1.5098 1.5098 1.4883
R1 1.4971 1.4971 1.4863 1.4925
PP 1.4879 1.4879 1.4879 1.4857
S1 1.4752 1.4752 1.4823 1.4706
S2 1.4660 1.4660 1.4803
S3 1.4441 1.4533 1.4783
S4 1.4222 1.4314 1.4723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4984 1.4788 0.0196 1.3% 0.0121 0.8% 90% False False 1,276
10 1.5035 1.4788 0.0247 1.7% 0.0129 0.9% 72% False False 1,025
20 1.5035 1.4625 0.0410 2.7% 0.0129 0.9% 83% False False 745
40 1.5050 1.4480 0.0570 3.8% 0.0119 0.8% 85% False False 480
60 1.5050 1.4200 0.0850 5.7% 0.0102 0.7% 90% False False 342
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 True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5395
2.618 1.5235
1.618 1.5137
1.000 1.5076
0.618 1.5039
HIGH 1.4978
0.618 1.4941
0.500 1.4929
0.382 1.4917
LOW 1.4880
0.618 1.4819
1.000 1.4782
1.618 1.4721
2.618 1.4623
4.250 1.4464
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 1.4953 1.4939
PP 1.4941 1.4912
S1 1.4929 1.4886

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

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