CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 1.3915 1.3979 0.0064 0.5% 1.3761
High 1.3955 1.3983 0.0028 0.2% 1.4000
Low 1.3814 1.3847 0.0033 0.2% 1.3629
Close 1.3891 1.3867 -0.0024 -0.2% 1.3891
Range 0.0141 0.0136 -0.0005 -3.5% 0.0371
ATR 0.0129 0.0129 0.0001 0.4% 0.0000
Volume 856 571 -285 -33.3% 3,848
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4307 1.4223 1.3942
R3 1.4171 1.4087 1.3904
R2 1.4035 1.4035 1.3892
R1 1.3951 1.3951 1.3879 1.3925
PP 1.3899 1.3899 1.3899 1.3886
S1 1.3815 1.3815 1.3855 1.3789
S2 1.3763 1.3763 1.3842
S3 1.3627 1.3679 1.3830
S4 1.3491 1.3543 1.3792
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% 0.0158 1.1% 64% False False 562
10 1.4000 1.3374 0.0626 4.5% 0.0147 1.1% 79% False False 658
20 1.4000 1.2825 0.1175 8.5% 0.0140 1.0% 89% False False 454
40 1.4000 1.2642 0.1358 9.8% 0.0087 0.6% 90% False False 240
60 1.4000 1.2642 0.1358 9.8% 0.0062 0.4% 90% False False 161
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4561
2.618 1.4339
1.618 1.4203
1.000 1.4119
0.618 1.4067
HIGH 1.3983
0.618 1.3931
0.500 1.3915
0.382 1.3899
LOW 1.3847
0.618 1.3763
1.000 1.3711
1.618 1.3627
2.618 1.3491
4.250 1.3269
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 1.3915 1.3907
PP 1.3899 1.3894
S1 1.3883 1.3880

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

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