CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 1.3889 1.3934 0.0045 0.3% 1.3920
High 1.3925 1.3980 0.0055 0.4% 1.4053
Low 1.3782 1.3847 0.0065 0.5% 1.3710
Close 1.3868 1.3862 -0.0006 0.0% 1.3868
Range 0.0143 0.0133 -0.0010 -7.0% 0.0343
ATR 0.0155 0.0153 -0.0002 -1.0% 0.0000
Volume 396 284 -112 -28.3% 2,320
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4295 1.4212 1.3935
R3 1.4162 1.4079 1.3899
R2 1.4029 1.4029 1.3886
R1 1.3946 1.3946 1.3874 1.3921
PP 1.3896 1.3896 1.3896 1.3884
S1 1.3813 1.3813 1.3850 1.3788
S2 1.3763 1.3763 1.3838
S3 1.3630 1.3680 1.3825
S4 1.3497 1.3547 1.3789
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4906 1.4730 1.4057
R3 1.4563 1.4387 1.3962
R2 1.4220 1.4220 1.3931
R1 1.4044 1.4044 1.3899 1.3961
PP 1.3877 1.3877 1.3877 1.3835
S1 1.3701 1.3701 1.3837 1.3618
S2 1.3534 1.3534 1.3805
S3 1.3191 1.3358 1.3774
S4 1.2848 1.3015 1.3679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3980 1.3710 0.0270 1.9% 0.0148 1.1% 56% True False 472
10 1.4053 1.3683 0.0370 2.7% 0.0170 1.2% 48% False False 505
20 1.4154 1.3629 0.0525 3.8% 0.0163 1.2% 44% False False 483
40 1.4154 1.2650 0.1504 10.8% 0.0144 1.0% 81% False False 407
60 1.4154 1.2642 0.1512 10.9% 0.0102 0.7% 81% False False 275
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4545
2.618 1.4328
1.618 1.4195
1.000 1.4113
0.618 1.4062
HIGH 1.3980
0.618 1.3929
0.500 1.3914
0.382 1.3898
LOW 1.3847
0.618 1.3765
1.000 1.3714
1.618 1.3632
2.618 1.3499
4.250 1.3282
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 1.3914 1.3863
PP 1.3896 1.3862
S1 1.3879 1.3862

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

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