CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 1.3643 1.3617 -0.0026 -0.2% 1.3589
High 1.3643 1.3617 -0.0026 -0.2% 1.3643
Low 1.3643 1.3617 -0.0026 -0.2% 1.3436
Close 1.3571 1.3617 0.0046 0.3% 1.3617
Range
ATR 0.0075 0.0072 -0.0002 -2.7% 0.0000
Volume 393 106 -287 -73.0% 543
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3617 1.3617 1.3617
R3 1.3617 1.3617 1.3617
R2 1.3617 1.3617 1.3617
R1 1.3617 1.3617 1.3617 1.3617
PP 1.3617 1.3617 1.3617 1.3617
S1 1.3617 1.3617 1.3617 1.3617
S2 1.3617 1.3617 1.3617
S3 1.3617 1.3617 1.3617
S4 1.3617 1.3617 1.3617
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4186 1.4109 1.3731
R3 1.3979 1.3902 1.3674
R2 1.3772 1.3772 1.3655
R1 1.3695 1.3695 1.3636 1.3734
PP 1.3565 1.3565 1.3565 1.3585
S1 1.3488 1.3488 1.3598 1.3527
S2 1.3358 1.3358 1.3579
S3 1.3151 1.3281 1.3560
S4 1.2944 1.3074 1.3503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3643 1.3436 0.0207 1.5% 0.0056 0.4% 87% False False 108
10 1.3668 1.3436 0.0232 1.7% 0.0057 0.4% 78% False False 81
20 1.3800 1.3436 0.0364 2.7% 0.0038 0.3% 50% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3617
2.618 1.3617
1.618 1.3617
1.000 1.3617
0.618 1.3617
HIGH 1.3617
0.618 1.3617
0.500 1.3617
0.382 1.3617
LOW 1.3617
0.618 1.3617
1.000 1.3617
1.618 1.3617
2.618 1.3617
4.250 1.3617
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 1.3617 1.3627
PP 1.3617 1.3623
S1 1.3617 1.3620

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

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