CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 1.3018 1.3141 0.0123 0.9% 1.2980
High 1.3050 1.3141 0.0091 0.7% 1.3078
Low 1.3018 1.3141 0.0123 0.9% 1.2980
Close 1.3043 1.3155 0.0112 0.9% 1.3043
Range 0.0032 0.0000 -0.0032 -100.0% 0.0098
ATR
Volume 1 6 5 500.0% 8
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3146 1.3150 1.3155
R3 1.3146 1.3150 1.3155
R2 1.3146 1.3146 1.3155
R1 1.3150 1.3150 1.3155 1.3148
PP 1.3146 1.3146 1.3146 1.3145
S1 1.3150 1.3150 1.3155 1.3148
S2 1.3146 1.3146 1.3155
S3 1.3146 1.3150 1.3155
S4 1.3146 1.3150 1.3155
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.3328 1.3283 1.3097
R3 1.3230 1.3185 1.3070
R2 1.3132 1.3132 1.3061
R1 1.3087 1.3087 1.3052 1.3110
PP 1.3034 1.3034 1.3034 1.3045
S1 1.2989 1.2989 1.3034 1.3012
S2 1.2936 1.2936 1.3025
S3 1.2838 1.2891 1.3016
S4 1.2740 1.2793 1.2989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3141 1.2980 0.0161 1.2% 0.0006 0.0% 109% True False 2
10 1.3141 1.2798 0.0343 2.6% 0.0006 0.0% 104% True False 3
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3141
2.618 1.3141
1.618 1.3141
1.000 1.3141
0.618 1.3141
HIGH 1.3141
0.618 1.3141
0.500 1.3141
0.382 1.3141
LOW 1.3141
0.618 1.3141
1.000 1.3141
1.618 1.3141
2.618 1.3141
4.250 1.3141
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 1.3150 1.3130
PP 1.3146 1.3105
S1 1.3141 1.3080

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

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