CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 1.3910 1.3715 -0.0195 -1.4% 1.3979
High 1.3974 1.3960 -0.0014 -0.1% 1.4154
Low 1.3690 1.3683 -0.0007 -0.1% 1.3760
Close 1.3714 1.3929 0.0215 1.6% 1.3939
Range 0.0284 0.0277 -0.0007 -2.5% 0.0394
ATR 0.0149 0.0158 0.0009 6.2% 0.0000
Volume 707 666 -41 -5.8% 1,897
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4688 1.4586 1.4081
R3 1.4411 1.4309 1.4005
R2 1.4134 1.4134 1.3980
R1 1.4032 1.4032 1.3954 1.4083
PP 1.3857 1.3857 1.3857 1.3883
S1 1.3755 1.3755 1.3904 1.3806
S2 1.3580 1.3580 1.3878
S3 1.3303 1.3478 1.3853
S4 1.3026 1.3201 1.3777
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 1.3683 0.0471 3.4% 0.0221 1.6% 52% False True 521
10 1.4154 1.3683 0.0471 3.4% 0.0178 1.3% 52% False True 497
20 1.4154 1.3282 0.0872 6.3% 0.0159 1.1% 74% False False 556
40 1.4154 1.2650 0.1504 10.8% 0.0120 0.9% 85% False False 316
60 1.4154 1.2642 0.1512 10.9% 0.0084 0.6% 85% False False 214
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 0.0041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5137
2.618 1.4685
1.618 1.4408
1.000 1.4237
0.618 1.4131
HIGH 1.3960
0.618 1.3854
0.500 1.3822
0.382 1.3789
LOW 1.3683
0.618 1.3512
1.000 1.3406
1.618 1.3235
2.618 1.2958
4.250 1.2506
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 1.3893 1.3896
PP 1.3857 1.3862
S1 1.3822 1.3829

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

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