CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 1.3963 1.3860 -0.0103 -0.7% 1.4147
High 1.3987 1.3937 -0.0050 -0.4% 1.4193
Low 1.3858 1.3851 -0.0007 -0.1% 1.3858
Close 1.3865 1.3920 0.0055 0.4% 1.3865
Range 0.0129 0.0086 -0.0043 -33.3% 0.0335
ATR 0.0131 0.0128 -0.0003 -2.5% 0.0000
Volume 376,943 356,293 -20,650 -5.5% 1,486,722
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4161 1.4126 1.3967
R3 1.4075 1.4040 1.3944
R2 1.3989 1.3989 1.3936
R1 1.3954 1.3954 1.3928 1.3972
PP 1.3903 1.3903 1.3903 1.3911
S1 1.3868 1.3868 1.3912 1.3886
S2 1.3817 1.3817 1.3904
S3 1.3731 1.3782 1.3896
S4 1.3645 1.3696 1.3873
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.4977 1.4756 1.4049
R3 1.4642 1.4421 1.3957
R2 1.4307 1.4307 1.3926
R1 1.4086 1.4086 1.3896 1.4029
PP 1.3972 1.3972 1.3972 1.3944
S1 1.3751 1.3751 1.3834 1.3694
S2 1.3637 1.3637 1.3804
S3 1.3302 1.3416 1.3773
S4 1.2967 1.3081 1.3681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4177 1.3851 0.0326 2.3% 0.0116 0.8% 21% False True 314,011
10 1.4413 1.3851 0.0562 4.0% 0.0125 0.9% 12% False True 314,864
20 1.4577 1.3851 0.0726 5.2% 0.0136 1.0% 10% False True 275,162
40 1.5137 1.3851 0.1286 9.2% 0.0134 1.0% 5% False True 205,619
60 1.5137 1.3851 0.1286 9.2% 0.0134 1.0% 5% False True 137,581
80 1.5137 1.3851 0.1286 9.2% 0.0130 0.9% 5% False True 103,251
100 1.5137 1.3851 0.1286 9.2% 0.0122 0.9% 5% False True 82,619
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 False
Stretch 0.0024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.4303
2.618 1.4162
1.618 1.4076
1.000 1.4023
0.618 1.3990
HIGH 1.3937
0.618 1.3904
0.500 1.3894
0.382 1.3884
LOW 1.3851
0.618 1.3798
1.000 1.3765
1.618 1.3712
2.618 1.3626
4.250 1.3486
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 1.3911 1.3951
PP 1.3903 1.3941
S1 1.3894 1.3930

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

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