CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 1.3494 1.3333 -0.0161 -1.2% 1.3770
High 1.3494 1.3378 -0.0116 -0.9% 1.3812
Low 1.3313 1.3268 -0.0045 -0.3% 1.3506
Close 1.3337 1.3291 -0.0046 -0.3% 1.3534
Range 0.0181 0.0110 -0.0071 -39.2% 0.0306
ATR 0.0094 0.0095 0.0001 1.2% 0.0000
Volume 240 470 230 95.8% 2,636
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3642 1.3577 1.3352
R3 1.3532 1.3467 1.3321
R2 1.3422 1.3422 1.3311
R1 1.3357 1.3357 1.3301 1.3335
PP 1.3312 1.3312 1.3312 1.3301
S1 1.3247 1.3247 1.3281 1.3225
S2 1.3202 1.3202 1.3271
S3 1.3092 1.3137 1.3261
S4 1.2982 1.3027 1.3231
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 1.3625 1.3268 0.0357 2.7% 0.0118 0.9% 6% False True 443
10 1.3812 1.3268 0.0544 4.1% 0.0117 0.9% 4% False True 392
20 1.3812 1.3268 0.0544 4.1% 0.0083 0.6% 4% False True 230
40 1.3961 1.3268 0.0693 5.2% 0.0054 0.4% 3% False True 124
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3846
2.618 1.3666
1.618 1.3556
1.000 1.3488
0.618 1.3446
HIGH 1.3378
0.618 1.3336
0.500 1.3323
0.382 1.3310
LOW 1.3268
0.618 1.3200
1.000 1.3158
1.618 1.3090
2.618 1.2980
4.250 1.2801
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 1.3323 1.3415
PP 1.3312 1.3374
S1 1.3302 1.3332

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

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