CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 1.2642 1.2695 0.0053 0.4% 1.2837
High 1.2642 1.2695 0.0053 0.4% 1.2862
Low 1.2642 1.2695 0.0053 0.4% 1.2685
Close 1.2671 1.2665 -0.0006 0.0% 1.2701
Range
ATR 0.0067 0.0064 -0.0003 -4.6% 0.0000
Volume 36 1 -35 -97.2% 90
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2685 1.2675 1.2665
R3 1.2685 1.2675 1.2665
R2 1.2685 1.2685 1.2665
R1 1.2675 1.2675 1.2665 1.2680
PP 1.2685 1.2685 1.2685 1.2688
S1 1.2675 1.2675 1.2665 1.2680
S2 1.2685 1.2685 1.2665
S3 1.2685 1.2675 1.2665
S4 1.2685 1.2675 1.2665
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 1.2852 1.2642 0.0210 1.7% 0.0002 0.0% 11% False False 19
10 1.2983 1.2642 0.0341 2.7% 0.0012 0.1% 7% False False 16
20 1.3285 1.2642 0.0643 5.1% 0.0011 0.1% 4% False False 9
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 1.2695
2.618 1.2695
1.618 1.2695
1.000 1.2695
0.618 1.2695
HIGH 1.2695
0.618 1.2695
0.500 1.2695
0.382 1.2695
LOW 1.2695
0.618 1.2695
1.000 1.2695
1.618 1.2695
2.618 1.2695
4.250 1.2695
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 1.2695 1.2669
PP 1.2685 1.2668
S1 1.2675 1.2666

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

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