CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 1.3733 1.3689 -0.0044 -0.3% 1.3657
High 1.3801 1.3695 -0.0106 -0.8% 1.3840
Low 1.3594 1.3531 -0.0063 -0.5% 1.3531
Close 1.3687 1.3617 -0.0070 -0.5% 1.3617
Range 0.0207 0.0164 -0.0043 -20.8% 0.0309
ATR 0.0140 0.0141 0.0002 1.2% 0.0000
Volume 298,921 369,678 70,757 23.7% 1,812,178
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4106 1.4026 1.3707
R3 1.3942 1.3862 1.3662
R2 1.3778 1.3778 1.3647
R1 1.3698 1.3698 1.3632 1.3656
PP 1.3614 1.3614 1.3614 1.3594
S1 1.3534 1.3534 1.3602 1.3492
S2 1.3450 1.3450 1.3587
S3 1.3286 1.3370 1.3572
S4 1.3122 1.3206 1.3527
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4590 1.4412 1.3787
R3 1.4281 1.4103 1.3702
R2 1.3972 1.3972 1.3674
R1 1.3794 1.3794 1.3645 1.3729
PP 1.3663 1.3663 1.3663 1.3630
S1 1.3485 1.3485 1.3589 1.3420
S2 1.3354 1.3354 1.3560
S3 1.3045 1.3176 1.3532
S4 1.2736 1.2867 1.3447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3840 1.3531 0.0309 2.3% 0.0158 1.2% 28% False True 362,435
10 1.4026 1.3531 0.0495 3.6% 0.0145 1.1% 17% False True 341,401
20 1.4511 1.3531 0.0980 7.2% 0.0140 1.0% 9% False True 322,596
40 1.4588 1.3531 0.1057 7.8% 0.0135 1.0% 8% False True 261,174
60 1.5137 1.3531 0.1606 11.8% 0.0139 1.0% 5% False True 188,455
80 1.5137 1.3531 0.1606 11.8% 0.0136 1.0% 5% False True 141,440
100 1.5137 1.3531 0.1606 11.8% 0.0129 0.9% 5% False True 113,188
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4392
2.618 1.4124
1.618 1.3960
1.000 1.3859
0.618 1.3796
HIGH 1.3695
0.618 1.3632
0.500 1.3613
0.382 1.3594
LOW 1.3531
0.618 1.3430
1.000 1.3367
1.618 1.3266
2.618 1.3102
4.250 1.2834
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 1.3616 1.3672
PP 1.3614 1.3653
S1 1.3613 1.3635

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

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