CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 1.3689 1.3618 -0.0071 -0.5% 1.3657
High 1.3695 1.3779 0.0084 0.6% 1.3840
Low 1.3531 1.3578 0.0047 0.3% 1.3531
Close 1.3617 1.3756 0.0139 1.0% 1.3617
Range 0.0164 0.0201 0.0037 22.6% 0.0309
ATR 0.0141 0.0146 0.0004 3.0% 0.0000
Volume 369,678 339,011 -30,667 -8.3% 1,812,178
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4307 1.4233 1.3867
R3 1.4106 1.4032 1.3811
R2 1.3905 1.3905 1.3793
R1 1.3831 1.3831 1.3774 1.3868
PP 1.3704 1.3704 1.3704 1.3723
S1 1.3630 1.3630 1.3738 1.3667
S2 1.3503 1.3503 1.3719
S3 1.3302 1.3429 1.3701
S4 1.3101 1.3228 1.3645
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 2.2% 0.0180 1.3% 73% False False 337,246
10 1.4026 1.3531 0.0495 3.6% 0.0157 1.1% 45% False False 339,673
20 1.4413 1.3531 0.0882 6.4% 0.0141 1.0% 26% False False 327,268
40 1.4577 1.3531 0.1046 7.6% 0.0138 1.0% 22% False False 263,622
60 1.5137 1.3531 0.1606 11.7% 0.0139 1.0% 14% False False 194,074
80 1.5137 1.3531 0.1606 11.7% 0.0137 1.0% 14% False False 145,677
100 1.5137 1.3531 0.1606 11.7% 0.0130 0.9% 14% False False 116,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4633
2.618 1.4305
1.618 1.4104
1.000 1.3980
0.618 1.3903
HIGH 1.3779
0.618 1.3702
0.500 1.3679
0.382 1.3655
LOW 1.3578
0.618 1.3454
1.000 1.3377
1.618 1.3253
2.618 1.3052
4.250 1.2724
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 1.3730 1.3726
PP 1.3704 1.3696
S1 1.3679 1.3666

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

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