CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 1.3942 1.4051 0.0109 0.8% 1.3979
High 1.4098 1.4154 0.0056 0.4% 1.4154
Low 1.3942 1.3925 -0.0017 -0.1% 1.3760
Close 1.4036 1.3939 -0.0097 -0.7% 1.3939
Range 0.0156 0.0229 0.0073 46.8% 0.0394
ATR 0.0130 0.0137 0.0007 5.5% 0.0000
Volume 166 576 410 247.0% 1,897
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4693 1.4545 1.4065
R3 1.4464 1.4316 1.4002
R2 1.4235 1.4235 1.3981
R1 1.4087 1.4087 1.3960 1.4047
PP 1.4006 1.4006 1.4006 1.3986
S1 1.3858 1.3858 1.3918 1.3818
S2 1.3777 1.3777 1.3897
S3 1.3548 1.3629 1.3876
S4 1.3319 1.3400 1.3813
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.5133 1.4930 1.4156
R3 1.4739 1.4536 1.4047
R2 1.4345 1.4345 1.4011
R1 1.4142 1.4142 1.3975 1.4047
PP 1.3951 1.3951 1.3951 1.3903
S1 1.3748 1.3748 1.3903 1.3653
S2 1.3557 1.3557 1.3867
S3 1.3163 1.3354 1.3831
S4 1.2769 1.2960 1.3722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4154 1.3760 0.0394 2.8% 0.0150 1.1% 45% True False 379
10 1.4154 1.3629 0.0525 3.8% 0.0152 1.1% 59% True False 574
20 1.4154 1.3023 0.1131 8.1% 0.0147 1.1% 81% True False 492
40 1.4154 1.2642 0.1512 10.8% 0.0102 0.7% 86% True False 271
60 1.4154 1.2642 0.1512 10.8% 0.0072 0.5% 86% True False 183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 1.5127
2.618 1.4754
1.618 1.4525
1.000 1.4383
0.618 1.4296
HIGH 1.4154
0.618 1.4067
0.500 1.4040
0.382 1.4012
LOW 1.3925
0.618 1.3783
1.000 1.3696
1.618 1.3554
2.618 1.3325
4.250 1.2952
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 1.4040 1.4027
PP 1.4006 1.3998
S1 1.3973 1.3968

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

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