CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 1.3160 1.3285 0.0125 0.9% 1.3141
High 1.3160 1.3285 0.0125 0.9% 1.3285
Low 1.3160 1.3285 0.0125 0.9% 1.3141
Close 1.3160 1.3258 0.0098 0.7% 1.3258
Range
ATR 0.0054 0.0059 0.0005 9.4% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3276 1.3267 1.3258
R3 1.3276 1.3267 1.3258
R2 1.3276 1.3276 1.3258
R1 1.3267 1.3267 1.3258 1.3272
PP 1.3276 1.3276 1.3276 1.3278
S1 1.3267 1.3267 1.3258 1.3272
S2 1.3276 1.3276 1.3258
S3 1.3276 1.3267 1.3258
S4 1.3276 1.3267 1.3258
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3660 1.3603 1.3337
R3 1.3516 1.3459 1.3298
R2 1.3372 1.3372 1.3284
R1 1.3315 1.3315 1.3271 1.3344
PP 1.3228 1.3228 1.3228 1.3242
S1 1.3171 1.3171 1.3245 1.3200
S2 1.3084 1.3084 1.3232
S3 1.2940 1.3027 1.3218
S4 1.2796 1.2883 1.3179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3285 1.3141 0.0144 1.1% 0.0005 0.0% 81% True False 2
10 1.3285 1.2980 0.0305 2.3% 0.0006 0.0% 91% True False 2
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 1.3285
2.618 1.3285
1.618 1.3285
1.000 1.3285
0.618 1.3285
HIGH 1.3285
0.618 1.3285
0.500 1.3285
0.382 1.3285
LOW 1.3285
0.618 1.3285
1.000 1.3285
1.618 1.3285
2.618 1.3285
4.250 1.3285
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 1.3285 1.3246
PP 1.3276 1.3234
S1 1.3267 1.3223

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

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