CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 1.3617 1.3600 -0.0017 -0.1% 1.3618
High 1.3654 1.3692 0.0038 0.3% 1.3789
Low 1.3572 1.3497 -0.0075 -0.6% 1.3442
Close 1.3607 1.3522 -0.0085 -0.6% 1.3595
Range 0.0082 0.0195 0.0113 137.8% 0.0347
ATR 0.0147 0.0151 0.0003 2.3% 0.0000
Volume 342,249 219,062 -123,187 -36.0% 1,300,154
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4155 1.4034 1.3629
R3 1.3960 1.3839 1.3576
R2 1.3765 1.3765 1.3558
R1 1.3644 1.3644 1.3540 1.3607
PP 1.3570 1.3570 1.3570 1.3552
S1 1.3449 1.3449 1.3504 1.3412
S2 1.3375 1.3375 1.3486
S3 1.3180 1.3254 1.3468
S4 1.2985 1.3059 1.3415
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% 0.0164 1.2% 23% False False 304,490
10 1.3840 1.3442 0.0398 2.9% 0.0172 1.3% 20% False False 320,868
20 1.4177 1.3442 0.0735 5.4% 0.0148 1.1% 11% False False 324,462
40 1.4577 1.3442 0.1135 8.4% 0.0140 1.0% 7% False False 274,128
60 1.5137 1.3442 0.1695 12.5% 0.0143 1.1% 5% False False 219,342
80 1.5137 1.3442 0.1695 12.5% 0.0139 1.0% 5% False False 164,693
100 1.5137 1.3442 0.1695 12.5% 0.0133 1.0% 5% False False 131,797
120 1.5137 1.3442 0.1695 12.5% 0.0122 0.9% 5% False False 109,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4521
2.618 1.4203
1.618 1.4008
1.000 1.3887
0.618 1.3813
HIGH 1.3692
0.618 1.3618
0.500 1.3595
0.382 1.3571
LOW 1.3497
0.618 1.3376
1.000 1.3302
1.618 1.3181
2.618 1.2986
4.250 1.2668
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 1.3595 1.3567
PP 1.3570 1.3552
S1 1.3546 1.3537

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

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