CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 1.3734 1.3606 -0.0128 -0.9% 1.3770
High 1.3738 1.3625 -0.0113 -0.8% 1.3812
Low 1.3589 1.3506 -0.0083 -0.6% 1.3506
Close 1.3618 1.3534 -0.0084 -0.6% 1.3534
Range 0.0149 0.0119 -0.0030 -20.1% 0.0306
ATR 0.0085 0.0087 0.0002 2.8% 0.0000
Volume 772 947 175 22.7% 2,636
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3912 1.3842 1.3599
R3 1.3793 1.3723 1.3567
R2 1.3674 1.3674 1.3556
R1 1.3604 1.3604 1.3545 1.3580
PP 1.3555 1.3555 1.3555 1.3543
S1 1.3485 1.3485 1.3523 1.3461
S2 1.3436 1.3436 1.3512
S3 1.3317 1.3366 1.3501
S4 1.3198 1.3247 1.3469
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4535 1.4341 1.3702
R3 1.4229 1.4035 1.3618
R2 1.3923 1.3923 1.3590
R1 1.3729 1.3729 1.3562 1.3673
PP 1.3617 1.3617 1.3617 1.3590
S1 1.3423 1.3423 1.3506 1.3367
S2 1.3311 1.3311 1.3478
S3 1.3005 1.3117 1.3450
S4 1.2699 1.2811 1.3366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3812 1.3506 0.0306 2.3% 0.0121 0.9% 9% False True 527
10 1.3812 1.3506 0.0306 2.3% 0.0084 0.6% 9% False True 279
20 1.3812 1.3436 0.0376 2.8% 0.0070 0.5% 26% False False 180
40 1.4136 1.3436 0.0700 5.2% 0.0043 0.3% 14% False False 93
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4131
2.618 1.3937
1.618 1.3818
1.000 1.3744
0.618 1.3699
HIGH 1.3625
0.618 1.3580
0.500 1.3566
0.382 1.3551
LOW 1.3506
0.618 1.3432
1.000 1.3387
1.618 1.3313
2.618 1.3194
4.250 1.3000
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 1.3566 1.3659
PP 1.3555 1.3617
S1 1.3545 1.3576

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

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