CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 1.2820 1.2845 0.0025 0.2% 1.2897
High 1.2870 1.3015 0.0145 1.1% 1.2897
Low 1.2781 1.2825 0.0044 0.3% 1.2650
Close 1.2855 1.3009 0.0154 1.2% 1.2709
Range 0.0089 0.0190 0.0101 113.5% 0.0247
ATR 0.0078 0.0086 0.0008 10.3% 0.0000
Volume 31 60 29 93.5% 302
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3520 1.3454 1.3114
R3 1.3330 1.3264 1.3061
R2 1.3140 1.3140 1.3044
R1 1.3074 1.3074 1.3026 1.3107
PP 1.2950 1.2950 1.2950 1.2966
S1 1.2884 1.2884 1.2992 1.2917
S2 1.2760 1.2760 1.2974
S3 1.2570 1.2694 1.2957
S4 1.2380 1.2504 1.2905
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 1.3015 1.2650 0.0365 2.8% 0.0089 0.7% 98% True False 75
10 1.3015 1.2650 0.0365 2.8% 0.0074 0.6% 98% True False 42
20 1.3015 1.2642 0.0373 2.9% 0.0043 0.3% 98% True False 28
40 1.3285 1.2642 0.0643 4.9% 0.0027 0.2% 57% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3823
2.618 1.3512
1.618 1.3322
1.000 1.3205
0.618 1.3132
HIGH 1.3015
0.618 1.2942
0.500 1.2920
0.382 1.2898
LOW 1.2825
0.618 1.2708
1.000 1.2635
1.618 1.2518
2.618 1.2328
4.250 1.2018
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 1.2979 1.2950
PP 1.2950 1.2891
S1 1.2920 1.2833

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

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