CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 1.3260 1.3234 -0.0026 -0.2% 1.3400
High 1.3317 1.3278 -0.0039 -0.3% 1.3413
Low 1.3157 1.3172 0.0015 0.1% 1.3157
Close 1.3229 1.3224 -0.0005 0.0% 1.3224
Range 0.0160 0.0106 -0.0054 -33.8% 0.0256
ATR 0.0174 0.0169 -0.0005 -2.8% 0.0000
Volume 172,898 218,079 45,181 26.1% 552,783
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3543 1.3489 1.3282
R3 1.3437 1.3383 1.3253
R2 1.3331 1.3331 1.3243
R1 1.3277 1.3277 1.3234 1.3251
PP 1.3225 1.3225 1.3225 1.3212
S1 1.3171 1.3171 1.3214 1.3145
S2 1.3119 1.3119 1.3205
S3 1.3013 1.3065 1.3195
S4 1.2907 1.2959 1.3166
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4033 1.3884 1.3365
R3 1.3777 1.3628 1.3294
R2 1.3521 1.3521 1.3271
R1 1.3372 1.3372 1.3247 1.3319
PP 1.3265 1.3265 1.3265 1.3238
S1 1.3116 1.3116 1.3201 1.3063
S2 1.3009 1.3009 1.3177
S3 1.2753 1.2860 1.3154
S4 1.2497 1.2604 1.3083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3413 1.3157 0.0256 1.9% 0.0138 1.0% 26% False False 110,556
10 1.3428 1.2963 0.0465 3.5% 0.0174 1.3% 56% False False 59,392
20 1.3767 1.2963 0.0804 6.1% 0.0172 1.3% 32% False False 30,615
40 1.4250 1.2963 0.1287 9.7% 0.0176 1.3% 20% False False 15,650
60 1.4250 1.2963 0.1287 9.7% 0.0164 1.2% 20% False False 10,590
80 1.4250 1.2642 0.1608 12.2% 0.0136 1.0% 36% False False 7,954
100 1.4250 1.2642 0.1608 12.2% 0.0111 0.8% 36% False False 6,364
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3729
2.618 1.3556
1.618 1.3450
1.000 1.3384
0.618 1.3344
HIGH 1.3278
0.618 1.3238
0.500 1.3225
0.382 1.3212
LOW 1.3172
0.618 1.3106
1.000 1.3066
1.618 1.3000
2.618 1.2894
4.250 1.2722
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 1.3225 1.3237
PP 1.3225 1.3233
S1 1.3224 1.3228

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

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