CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1.3760 1.3665 -0.0095 -0.7% 1.3625
High 1.3760 1.3665 -0.0095 -0.7% 1.3760
Low 1.3760 1.3665 -0.0095 -0.7% 1.3550
Close 1.3749 1.3665 -0.0084 -0.6% 1.3749
Range
ATR 0.0062 0.0064 0.0002 2.5% 0.0000
Volume 2 1 -1 -50.0% 18
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3665 1.3665 1.3665
R3 1.3665 1.3665 1.3665
R2 1.3665 1.3665 1.3665
R1 1.3665 1.3665 1.3665 1.3665
PP 1.3665 1.3665 1.3665 1.3665
S1 1.3665 1.3665 1.3665 1.3665
S2 1.3665 1.3665 1.3665
S3 1.3665 1.3665 1.3665
S4 1.3665 1.3665 1.3665
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4316 1.4243 1.3865
R3 1.4106 1.4033 1.3807
R2 1.3896 1.3896 1.3788
R1 1.3823 1.3823 1.3768 1.3860
PP 1.3686 1.3686 1.3686 1.3705
S1 1.3613 1.3613 1.3730 1.3650
S2 1.3476 1.3476 1.3711
S3 1.3266 1.3403 1.3691
S4 1.3056 1.3193 1.3634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3760 1.3550 0.0210 1.5% 0.0000 0.0% 55% False False 2
10 1.3760 1.3550 0.0210 1.5% 0.0000 0.0% 55% False False 4
20 1.3760 1.3485 0.0275 2.0% 0.0004 0.0% 65% False False 17
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3665
2.618 1.3665
1.618 1.3665
1.000 1.3665
0.618 1.3665
HIGH 1.3665
0.618 1.3665
0.500 1.3665
0.382 1.3665
LOW 1.3665
0.618 1.3665
1.000 1.3665
1.618 1.3665
2.618 1.3665
4.250 1.3665
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1.3665 1.3712
PP 1.3665 1.3696
S1 1.3665 1.3681

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

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