CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 1.2696 1.2642 -0.0054 -0.4% 1.2837
High 1.2696 1.2642 -0.0054 -0.4% 1.2862
Low 1.2685 1.2642 -0.0043 -0.3% 1.2685
Close 1.2701 1.2671 -0.0030 -0.2% 1.2701
Range 0.0011 0.0000 -0.0011 -100.0% 0.0177
ATR 0.0067 0.0067 -0.0001 -0.9% 0.0000
Volume 28 36 8 28.6% 90
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2652 1.2661 1.2671
R3 1.2652 1.2661 1.2671
R2 1.2652 1.2652 1.2671
R1 1.2661 1.2661 1.2671 1.2657
PP 1.2652 1.2652 1.2652 1.2649
S1 1.2661 1.2661 1.2671 1.2657
S2 1.2652 1.2652 1.2671
S3 1.2652 1.2661 1.2671
S4 1.2652 1.2661 1.2671
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3280 1.3168 1.2798
R3 1.3103 1.2991 1.2750
R2 1.2926 1.2926 1.2733
R1 1.2814 1.2814 1.2717 1.2782
PP 1.2749 1.2749 1.2749 1.2733
S1 1.2637 1.2637 1.2685 1.2605
S2 1.2572 1.2572 1.2669
S3 1.2395 1.2460 1.2652
S4 1.2218 1.2283 1.2604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2862 1.2642 0.0220 1.7% 0.0002 0.0% 13% False True 23
10 1.3200 1.2642 0.0558 4.4% 0.0012 0.1% 5% False True 17
20 1.3285 1.2642 0.0643 5.1% 0.0011 0.1% 5% False True 9
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 1.2642
2.618 1.2642
1.618 1.2642
1.000 1.2642
0.618 1.2642
HIGH 1.2642
0.618 1.2642
0.500 1.2642
0.382 1.2642
LOW 1.2642
0.618 1.2642
1.000 1.2642
1.618 1.2642
2.618 1.2642
4.250 1.2642
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 1.2661 1.2727
PP 1.2652 1.2708
S1 1.2642 1.2690

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

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