CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 1.3540 1.3542 0.0002 0.0% 1.3617
High 1.3571 1.3684 0.0113 0.8% 1.3692
Low 1.3451 1.3530 0.0079 0.6% 1.3451
Close 1.3544 1.3621 0.0077 0.6% 1.3621
Range 0.0120 0.0154 0.0034 28.3% 0.0241
ATR 0.0147 0.0147 0.0001 0.3% 0.0000
Volume 325,557 384,343 58,786 18.1% 1,659,175
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4074 1.4001 1.3706
R3 1.3920 1.3847 1.3663
R2 1.3766 1.3766 1.3649
R1 1.3693 1.3693 1.3635 1.3730
PP 1.3612 1.3612 1.3612 1.3630
S1 1.3539 1.3539 1.3607 1.3576
S2 1.3458 1.3458 1.3593
S3 1.3304 1.3385 1.3579
S4 1.3150 1.3231 1.3536
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4311 1.4207 1.3754
R3 1.4070 1.3966 1.3687
R2 1.3829 1.3829 1.3665
R1 1.3725 1.3725 1.3643 1.3777
PP 1.3588 1.3588 1.3588 1.3614
S1 1.3484 1.3484 1.3599 1.3536
S2 1.3347 1.3347 1.3577
S3 1.3106 1.3243 1.3555
S4 1.2865 1.3002 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3692 1.3451 0.0241 1.8% 0.0135 1.0% 71% False False 331,835
10 1.3789 1.3442 0.0347 2.5% 0.0158 1.2% 52% False False 332,900
20 1.4026 1.3442 0.0584 4.3% 0.0150 1.1% 31% False False 337,514
40 1.4577 1.3442 0.1135 8.3% 0.0143 1.1% 16% False False 295,172
60 1.5137 1.3442 0.1695 12.4% 0.0139 1.0% 11% False False 237,466
80 1.5137 1.3442 0.1695 12.4% 0.0139 1.0% 11% False False 178,407
100 1.5137 1.3442 0.1695 12.4% 0.0133 1.0% 11% False False 142,774
120 1.5137 1.3442 0.1695 12.4% 0.0126 0.9% 11% False False 118,991
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 0.0037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4339
2.618 1.4087
1.618 1.3933
1.000 1.3838
0.618 1.3779
HIGH 1.3684
0.618 1.3625
0.500 1.3607
0.382 1.3589
LOW 1.3530
0.618 1.3435
1.000 1.3376
1.618 1.3281
2.618 1.3127
4.250 1.2876
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 1.3616 1.3603
PP 1.3612 1.3585
S1 1.3607 1.3568

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

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