CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 1.2813 1.2800 -0.0013 -0.1% 1.3265
High 1.2813 1.2800 -0.0013 -0.1% 1.3265
Low 1.2813 1.2800 -0.0013 -0.1% 1.2800
Close 1.2813 1.2743 -0.0070 -0.5% 1.2743
Range
ATR 0.0071 0.0067 -0.0004 -5.8% 0.0000
Volume 20 20 0 0.0% 47
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2781 1.2762 1.2743
R3 1.2781 1.2762 1.2743
R2 1.2781 1.2781 1.2743
R1 1.2762 1.2762 1.2743 1.2772
PP 1.2781 1.2781 1.2781 1.2786
S1 1.2762 1.2762 1.2743 1.2772
S2 1.2781 1.2781 1.2743
S3 1.2781 1.2762 1.2743
S4 1.2781 1.2762 1.2743
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.4331 1.4002 1.2999
R3 1.3866 1.3537 1.2871
R2 1.3401 1.3401 1.2828
R1 1.3072 1.3072 1.2786 1.3004
PP 1.2936 1.2936 1.2936 1.2902
S1 1.2607 1.2607 1.2700 1.2539
S2 1.2471 1.2471 1.2658
S3 1.2006 1.2142 1.2615
S4 1.1541 1.1677 1.2487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3265 1.2800 0.0465 3.6% 0.0030 0.2% -12% False True 9
10 1.3285 1.2800 0.0485 3.8% 0.0017 0.1% -12% False True 6
20 1.3285 1.2798 0.0487 3.8% 0.0011 0.1% -11% False False 4
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 1.2800
2.618 1.2800
1.618 1.2800
1.000 1.2800
0.618 1.2800
HIGH 1.2800
0.618 1.2800
0.500 1.2800
0.382 1.2800
LOW 1.2800
0.618 1.2800
1.000 1.2800
1.618 1.2800
2.618 1.2800
4.250 1.2800
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 1.2800 1.2892
PP 1.2781 1.2842
S1 1.2762 1.2793

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

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