CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 1.3496 1.3617 0.0121 0.9% 1.3618
High 1.3619 1.3654 0.0035 0.3% 1.3789
Low 1.3442 1.3572 0.0130 1.0% 1.3442
Close 1.3595 1.3607 0.0012 0.1% 1.3595
Range 0.0177 0.0082 -0.0095 -53.7% 0.0347
ATR 0.0152 0.0147 -0.0005 -3.3% 0.0000
Volume 346,438 342,249 -4,189 -1.2% 1,300,154
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3857 1.3814 1.3652
R3 1.3775 1.3732 1.3630
R2 1.3693 1.3693 1.3622
R1 1.3650 1.3650 1.3615 1.3631
PP 1.3611 1.3611 1.3611 1.3601
S1 1.3568 1.3568 1.3599 1.3549
S2 1.3529 1.3529 1.3592
S3 1.3447 1.3486 1.3584
S4 1.3365 1.3404 1.3562
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4650 1.4469 1.3786
R3 1.4303 1.4122 1.3690
R2 1.3956 1.3956 1.3659
R1 1.3775 1.3775 1.3627 1.3692
PP 1.3609 1.3609 1.3609 1.3567
S1 1.3428 1.3428 1.3563 1.3345
S2 1.3262 1.3262 1.3531
S3 1.2915 1.3081 1.3500
S4 1.2568 1.2734 1.3404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3789 1.3442 0.0347 2.6% 0.0165 1.2% 48% False False 328,480
10 1.3840 1.3442 0.0398 2.9% 0.0162 1.2% 41% False False 345,458
20 1.4193 1.3442 0.0751 5.5% 0.0142 1.0% 22% False False 327,156
40 1.4577 1.3442 0.1135 8.3% 0.0139 1.0% 15% False False 273,060
60 1.5137 1.3442 0.1695 12.5% 0.0141 1.0% 10% False False 215,710
80 1.5137 1.3442 0.1695 12.5% 0.0139 1.0% 10% False False 161,958
100 1.5137 1.3442 0.1695 12.5% 0.0132 1.0% 10% False False 129,607
120 1.5137 1.3442 0.1695 12.5% 0.0121 0.9% 10% False False 108,017
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0036
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.4003
2.618 1.3869
1.618 1.3787
1.000 1.3736
0.618 1.3705
HIGH 1.3654
0.618 1.3623
0.500 1.3613
0.382 1.3603
LOW 1.3572
0.618 1.3521
1.000 1.3490
1.618 1.3439
2.618 1.3357
4.250 1.3224
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 1.3613 1.3588
PP 1.3611 1.3568
S1 1.3609 1.3549

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

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