CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 1.2650 1.2820 0.0170 1.3% 1.2897
High 1.2729 1.2870 0.0141 1.1% 1.2897
Low 1.2650 1.2781 0.0131 1.0% 1.2650
Close 1.2709 1.2855 0.0146 1.1% 1.2709
Range 0.0079 0.0089 0.0010 12.7% 0.0247
ATR 0.0071 0.0078 0.0006 9.0% 0.0000
Volume 60 31 -29 -48.3% 302
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3102 1.3068 1.2904
R3 1.3013 1.2979 1.2879
R2 1.2924 1.2924 1.2871
R1 1.2890 1.2890 1.2863 1.2907
PP 1.2835 1.2835 1.2835 1.2844
S1 1.2801 1.2801 1.2847 1.2818
S2 1.2746 1.2746 1.2839
S3 1.2657 1.2712 1.2831
S4 1.2568 1.2623 1.2806
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3493 1.3348 1.2845
R3 1.3246 1.3101 1.2777
R2 1.2999 1.2999 1.2754
R1 1.2854 1.2854 1.2732 1.2803
PP 1.2752 1.2752 1.2752 1.2727
S1 1.2607 1.2607 1.2686 1.2556
S2 1.2505 1.2505 1.2664
S3 1.2258 1.2360 1.2641
S4 1.2011 1.2113 1.2573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2897 1.2650 0.0247 1.9% 0.0095 0.7% 83% False False 66
10 1.2897 1.2650 0.0247 1.9% 0.0055 0.4% 83% False False 37
20 1.2897 1.2642 0.0255 2.0% 0.0034 0.3% 84% False False 25
40 1.3285 1.2642 0.0643 5.0% 0.0023 0.2% 33% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3248
2.618 1.3103
1.618 1.3014
1.000 1.2959
0.618 1.2925
HIGH 1.2870
0.618 1.2836
0.500 1.2826
0.382 1.2815
LOW 1.2781
0.618 1.2726
1.000 1.2692
1.618 1.2637
2.618 1.2548
4.250 1.2403
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 1.2845 1.2823
PP 1.2835 1.2792
S1 1.2826 1.2760

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

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