CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 1.3521 1.3558 0.0037 0.3% 1.3770
High 1.3562 1.3562 0.0000 0.0% 1.3812
Low 1.3468 1.3478 0.0010 0.1% 1.3506
Close 1.3542 1.3488 -0.0054 -0.4% 1.3534
Range 0.0094 0.0084 -0.0010 -10.6% 0.0306
ATR 0.0088 0.0088 0.0000 -0.3% 0.0000
Volume 319 241 -78 -24.5% 2,636
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3761 1.3709 1.3534
R3 1.3677 1.3625 1.3511
R2 1.3593 1.3593 1.3503
R1 1.3541 1.3541 1.3496 1.3525
PP 1.3509 1.3509 1.3509 1.3502
S1 1.3457 1.3457 1.3480 1.3441
S2 1.3425 1.3425 1.3473
S3 1.3341 1.3373 1.3465
S4 1.3257 1.3289 1.3442
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 2.6% 0.0106 0.8% 6% False False 602
10 1.3812 1.3468 0.0344 2.6% 0.0102 0.8% 6% False False 324
20 1.3812 1.3436 0.0376 2.8% 0.0068 0.5% 14% False False 195
40 1.4050 1.3436 0.0614 4.6% 0.0047 0.4% 8% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3919
2.618 1.3782
1.618 1.3698
1.000 1.3646
0.618 1.3614
HIGH 1.3562
0.618 1.3530
0.500 1.3520
0.382 1.3510
LOW 1.3478
0.618 1.3426
1.000 1.3394
1.618 1.3342
2.618 1.3258
4.250 1.3121
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 1.3520 1.3547
PP 1.3509 1.3527
S1 1.3499 1.3508

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

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