CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 1.4009 1.4100 0.0091 0.6% 1.3920
High 1.4177 1.4250 0.0073 0.5% 1.4053
Low 1.3968 1.4083 0.0115 0.8% 1.3710
Close 1.4078 1.4181 0.0103 0.7% 1.3868
Range 0.0209 0.0167 -0.0042 -20.1% 0.0343
ATR 0.0158 0.0159 0.0001 0.6% 0.0000
Volume 277 1,186 909 328.2% 2,320
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4672 1.4594 1.4273
R3 1.4505 1.4427 1.4227
R2 1.4338 1.4338 1.4212
R1 1.4260 1.4260 1.4196 1.4299
PP 1.4171 1.4171 1.4171 1.4191
S1 1.4093 1.4093 1.4166 1.4132
S2 1.4004 1.4004 1.4150
S3 1.3837 1.3926 1.4135
S4 1.3670 1.3759 1.4089
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 1.4250 1.3782 0.0468 3.3% 0.0162 1.1% 85% True False 611
10 1.4250 1.3710 0.0540 3.8% 0.0151 1.1% 87% True False 538
20 1.4250 1.3683 0.0567 4.0% 0.0164 1.2% 88% True False 533
40 1.4250 1.2650 0.1600 11.3% 0.0150 1.1% 96% True False 460
60 1.4250 1.2642 0.1608 11.3% 0.0108 0.8% 96% True False 314
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4960
2.618 1.4687
1.618 1.4520
1.000 1.4417
0.618 1.4353
HIGH 1.4250
0.618 1.4186
0.500 1.4167
0.382 1.4147
LOW 1.4083
0.618 1.3980
1.000 1.3916
1.618 1.3813
2.618 1.3646
4.250 1.3373
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 1.4176 1.4141
PP 1.4171 1.4101
S1 1.4167 1.4061

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

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