CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 1.4348 1.4288 -0.0060 -0.4% 1.4410
High 1.4413 1.4288 -0.0125 -0.9% 1.4577
Low 1.4249 1.4078 -0.0171 -1.2% 1.4334
Close 1.4290 1.4105 -0.0185 -1.3% 1.4355
Range 0.0164 0.0210 0.0046 28.0% 0.0243
ATR 0.0138 0.0143 0.0005 3.8% 0.0000
Volume 252,339 345,534 93,195 36.9% 1,303,697
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4787 1.4656 1.4221
R3 1.4577 1.4446 1.4163
R2 1.4367 1.4367 1.4144
R1 1.4236 1.4236 1.4124 1.4197
PP 1.4157 1.4157 1.4157 1.4137
S1 1.4026 1.4026 1.4086 1.3987
S2 1.3947 1.3947 1.4067
S3 1.3737 1.3816 1.4047
S4 1.3527 1.3606 1.3990
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.5151 1.4996 1.4489
R3 1.4908 1.4753 1.4422
R2 1.4665 1.4665 1.4400
R1 1.4510 1.4510 1.4377 1.4466
PP 1.4422 1.4422 1.4422 1.4400
S1 1.4267 1.4267 1.4333 1.4223
S2 1.4179 1.4179 1.4310
S3 1.3936 1.4024 1.4288
S4 1.3693 1.3781 1.4221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4577 1.4078 0.0499 3.5% 0.0157 1.1% 5% False True 268,177
10 1.4577 1.4078 0.0499 3.5% 0.0150 1.1% 5% False True 262,759
20 1.4577 1.4078 0.0499 3.5% 0.0135 1.0% 5% False True 202,860
40 1.5137 1.4078 0.1059 7.5% 0.0142 1.0% 3% False True 142,367
60 1.5137 1.4078 0.1059 7.5% 0.0138 1.0% 3% False True 95,104
80 1.5137 1.4078 0.1059 7.5% 0.0128 0.9% 3% False True 71,376
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 0.0037
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.5181
2.618 1.4838
1.618 1.4628
1.000 1.4498
0.618 1.4418
HIGH 1.4288
0.618 1.4208
0.500 1.4183
0.382 1.4158
LOW 1.4078
0.618 1.3948
1.000 1.3868
1.618 1.3738
2.618 1.3528
4.250 1.3186
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 1.4183 1.4295
PP 1.4157 1.4231
S1 1.4131 1.4168

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

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