CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 1.3946 1.3910 -0.0036 -0.3% 1.3979
High 1.3971 1.3974 0.0003 0.0% 1.4154
Low 1.3810 1.3690 -0.0120 -0.9% 1.3760
Close 1.3970 1.3714 -0.0256 -1.8% 1.3939
Range 0.0161 0.0284 0.0123 76.4% 0.0394
ATR 0.0138 0.0149 0.0010 7.5% 0.0000
Volume 491 707 216 44.0% 1,897
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4645 1.4463 1.3870
R3 1.4361 1.4179 1.3792
R2 1.4077 1.4077 1.3766
R1 1.3895 1.3895 1.3740 1.3844
PP 1.3793 1.3793 1.3793 1.3767
S1 1.3611 1.3611 1.3688 1.3560
S2 1.3509 1.3509 1.3662
S3 1.3225 1.3327 1.3636
S4 1.2941 1.3043 1.3558
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 1.3690 0.0464 3.4% 0.0181 1.3% 5% False True 462
10 1.4154 1.3690 0.0464 3.4% 0.0164 1.2% 5% False True 504
20 1.4154 1.3264 0.0890 6.5% 0.0154 1.1% 51% False False 540
40 1.4154 1.2650 0.1504 11.0% 0.0113 0.8% 71% False False 300
60 1.4154 1.2642 0.1512 11.0% 0.0079 0.6% 71% False False 203
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 0.0042
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1.5181
2.618 1.4718
1.618 1.4434
1.000 1.4258
0.618 1.4150
HIGH 1.3974
0.618 1.3866
0.500 1.3832
0.382 1.3798
LOW 1.3690
0.618 1.3514
1.000 1.3406
1.618 1.3230
2.618 1.2946
4.250 1.2483
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 1.3832 1.3922
PP 1.3793 1.3853
S1 1.3753 1.3783

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

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