CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 1.3916 1.3826 -0.0090 -0.6% 1.3946
High 1.3949 1.3848 -0.0101 -0.7% 1.4012
Low 1.3796 1.3710 -0.0086 -0.6% 1.3683
Close 1.3820 1.3731 -0.0089 -0.6% 1.3901
Range 0.0153 0.0138 -0.0015 -9.8% 0.0329
ATR 0.0154 0.0153 -0.0001 -0.7% 0.0000
Volume 371 752 381 102.7% 2,938
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4177 1.4092 1.3807
R3 1.4039 1.3954 1.3769
R2 1.3901 1.3901 1.3756
R1 1.3816 1.3816 1.3744 1.3790
PP 1.3763 1.3763 1.3763 1.3750
S1 1.3678 1.3678 1.3718 1.3652
S2 1.3625 1.3625 1.3706
S3 1.3487 1.3540 1.3693
S4 1.3349 1.3402 1.3655
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4852 1.4706 1.4082
R3 1.4523 1.4377 1.3991
R2 1.4194 1.4194 1.3961
R1 1.4048 1.4048 1.3931 1.3957
PP 1.3865 1.3865 1.3865 1.3820
S1 1.3719 1.3719 1.3871 1.3628
S2 1.3536 1.3536 1.3841
S3 1.3207 1.3390 1.3811
S4 1.2878 1.3061 1.3720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4053 1.3710 0.0343 2.5% 0.0138 1.0% 6% False True 488
10 1.4154 1.3683 0.0471 3.4% 0.0180 1.3% 10% False False 504
20 1.4154 1.3546 0.0608 4.4% 0.0161 1.2% 30% False False 568
40 1.4154 1.2650 0.1504 11.0% 0.0134 1.0% 72% False False 376
60 1.4154 1.2642 0.1512 11.0% 0.0095 0.7% 72% False False 254
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 1.4435
2.618 1.4209
1.618 1.4071
1.000 1.3986
0.618 1.3933
HIGH 1.3848
0.618 1.3795
0.500 1.3779
0.382 1.3763
LOW 1.3710
0.618 1.3625
1.000 1.3572
1.618 1.3487
2.618 1.3349
4.250 1.3124
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 1.3779 1.3882
PP 1.3763 1.3831
S1 1.3747 1.3781

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

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