CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 1.4956 1.5128 0.0172 1.2% 1.4850
High 1.5135 1.5128 -0.0007 0.0% 1.5135
Low 1.4952 1.4820 -0.0132 -0.9% 1.4820
Close 1.5128 1.4954 -0.0174 -1.2% 1.4954
Range 0.0183 0.0308 0.0125 68.3% 0.0315
ATR 0.0130 0.0143 0.0013 9.8% 0.0000
Volume 2,162 3,260 1,098 50.8% 7,824
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5891 1.5731 1.5123
R3 1.5583 1.5423 1.5039
R2 1.5275 1.5275 1.5010
R1 1.5115 1.5115 1.4982 1.5041
PP 1.4967 1.4967 1.4967 1.4931
S1 1.4807 1.4807 1.4926 1.4733
S2 1.4659 1.4659 1.4898
S3 1.4351 1.4499 1.4869
S4 1.4043 1.4191 1.4785
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.5915 1.5749 1.5127
R3 1.5600 1.5434 1.5041
R2 1.5285 1.5285 1.5012
R1 1.5119 1.5119 1.4983 1.5202
PP 1.4970 1.4970 1.4970 1.5011
S1 1.4804 1.4804 1.4925 1.4887
S2 1.4655 1.4655 1.4896
S3 1.4340 1.4489 1.4867
S4 1.4025 1.4174 1.4781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5135 1.4788 0.0347 2.3% 0.0172 1.2% 48% False False 1,905
10 1.5135 1.4788 0.0347 2.3% 0.0151 1.0% 48% False False 1,484
20 1.5135 1.4625 0.0510 3.4% 0.0139 0.9% 65% False False 992
40 1.5135 1.4480 0.0655 4.4% 0.0126 0.8% 72% False False 612
60 1.5135 1.4236 0.0899 6.0% 0.0110 0.7% 80% False False 433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.6437
2.618 1.5934
1.618 1.5626
1.000 1.5436
0.618 1.5318
HIGH 1.5128
0.618 1.5010
0.500 1.4974
0.382 1.4938
LOW 1.4820
0.618 1.4630
1.000 1.4512
1.618 1.4322
2.618 1.4014
4.250 1.3511
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 1.4974 1.4978
PP 1.4967 1.4970
S1 1.4961 1.4962

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

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