CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 1.3907 1.3915 0.0008 0.1% 1.3761
High 1.4000 1.3955 -0.0045 -0.3% 1.4000
Low 1.3838 1.3814 -0.0024 -0.2% 1.3629
Close 1.3909 1.3891 -0.0018 -0.1% 1.3891
Range 0.0162 0.0141 -0.0021 -13.0% 0.0371
ATR 0.0128 0.0129 0.0001 0.7% 0.0000
Volume 355 856 501 141.1% 3,848
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4310 1.4241 1.3969
R3 1.4169 1.4100 1.3930
R2 1.4028 1.4028 1.3917
R1 1.3959 1.3959 1.3904 1.3923
PP 1.3887 1.3887 1.3887 1.3869
S1 1.3818 1.3818 1.3878 1.3782
S2 1.3746 1.3746 1.3865
S3 1.3605 1.3677 1.3852
S4 1.3464 1.3536 1.3813
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4953 1.4793 1.4095
R3 1.4582 1.4422 1.3993
R2 1.4211 1.4211 1.3959
R1 1.4051 1.4051 1.3925 1.4131
PP 1.3840 1.3840 1.3840 1.3880
S1 1.3680 1.3680 1.3857 1.3760
S2 1.3469 1.3469 1.3823
S3 1.3098 1.3309 1.3789
S4 1.2727 1.2938 1.3687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4000 1.3629 0.0371 2.7% 0.0154 1.1% 71% False False 769
10 1.4000 1.3374 0.0626 4.5% 0.0141 1.0% 83% False False 689
20 1.4000 1.2781 0.1219 8.8% 0.0138 1.0% 91% False False 427
40 1.4000 1.2642 0.1358 9.8% 0.0084 0.6% 92% False False 226
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4554
2.618 1.4324
1.618 1.4183
1.000 1.4096
0.618 1.4042
HIGH 1.3955
0.618 1.3901
0.500 1.3885
0.382 1.3868
LOW 1.3814
0.618 1.3727
1.000 1.3673
1.618 1.3586
2.618 1.3445
4.250 1.3215
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 1.3889 1.3892
PP 1.3887 1.3891
S1 1.3885 1.3891

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

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