CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 1.3606 1.3521 -0.0085 -0.6% 1.3770
High 1.3625 1.3562 -0.0063 -0.5% 1.3812
Low 1.3506 1.3468 -0.0038 -0.3% 1.3506
Close 1.3534 1.3542 0.0008 0.1% 1.3534
Range 0.0119 0.0094 -0.0025 -21.0% 0.0306
ATR 0.0087 0.0088 0.0000 0.5% 0.0000
Volume 947 319 -628 -66.3% 2,636
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3806 1.3768 1.3594
R3 1.3712 1.3674 1.3568
R2 1.3618 1.3618 1.3559
R1 1.3580 1.3580 1.3551 1.3599
PP 1.3524 1.3524 1.3524 1.3534
S1 1.3486 1.3486 1.3533 1.3505
S2 1.3430 1.3430 1.3525
S3 1.3336 1.3392 1.3516
S4 1.3242 1.3298 1.3490
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 1.3468 0.0344 2.5% 0.0114 0.8% 22% False True 584
10 1.3812 1.3468 0.0344 2.5% 0.0093 0.7% 22% False True 301
20 1.3812 1.3436 0.0376 2.8% 0.0073 0.5% 28% False False 183
40 1.4136 1.3436 0.0700 5.2% 0.0045 0.3% 15% False False 100
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3962
2.618 1.3808
1.618 1.3714
1.000 1.3656
0.618 1.3620
HIGH 1.3562
0.618 1.3526
0.500 1.3515
0.382 1.3504
LOW 1.3468
0.618 1.3410
1.000 1.3374
1.618 1.3316
2.618 1.3222
4.250 1.3069
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 1.3533 1.3603
PP 1.3524 1.3583
S1 1.3515 1.3562

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

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