CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 1.4051 1.3946 -0.0105 -0.7% 1.3979
High 1.4154 1.3971 -0.0183 -1.3% 1.4154
Low 1.3925 1.3810 -0.0115 -0.8% 1.3760
Close 1.3939 1.3970 0.0031 0.2% 1.3939
Range 0.0229 0.0161 -0.0068 -29.7% 0.0394
ATR 0.0137 0.0138 0.0002 1.3% 0.0000
Volume 576 491 -85 -14.8% 1,897
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4400 1.4346 1.4059
R3 1.4239 1.4185 1.4014
R2 1.4078 1.4078 1.4000
R1 1.4024 1.4024 1.3985 1.4051
PP 1.3917 1.3917 1.3917 1.3931
S1 1.3863 1.3863 1.3955 1.3890
S2 1.3756 1.3756 1.3940
S3 1.3595 1.3702 1.3926
S4 1.3434 1.3541 1.3881
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% 0.0155 1.1% 53% False False 363
10 1.4154 1.3629 0.0525 3.8% 0.0157 1.1% 65% False False 462
20 1.4154 1.3050 0.1104 7.9% 0.0151 1.1% 83% False False 510
40 1.4154 1.2642 0.1512 10.8% 0.0106 0.8% 88% False False 283
60 1.4154 1.2642 0.1512 10.8% 0.0074 0.5% 88% False False 191
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 0.0039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4655
2.618 1.4392
1.618 1.4231
1.000 1.4132
0.618 1.4070
HIGH 1.3971
0.618 1.3909
0.500 1.3891
0.382 1.3872
LOW 1.3810
0.618 1.3711
1.000 1.3649
1.618 1.3550
2.618 1.3389
4.250 1.3126
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 1.3944 1.3982
PP 1.3917 1.3978
S1 1.3891 1.3974

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

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