CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 1.3608 1.3694 0.0086 0.6% 1.3617
High 1.3737 1.3713 -0.0024 -0.2% 1.3692
Low 1.3592 1.3550 -0.0042 -0.3% 1.3451
Close 1.3700 1.3577 -0.0123 -0.9% 1.3621
Range 0.0145 0.0163 0.0018 12.4% 0.0241
ATR 0.0153 0.0154 0.0001 0.5% 0.0000
Volume 370,881 367,057 -3,824 -1.0% 1,659,175
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4102 1.4003 1.3667
R3 1.3939 1.3840 1.3622
R2 1.3776 1.3776 1.3607
R1 1.3677 1.3677 1.3592 1.3645
PP 1.3613 1.3613 1.3613 1.3598
S1 1.3514 1.3514 1.3562 1.3482
S2 1.3450 1.3450 1.3547
S3 1.3287 1.3351 1.3532
S4 1.3124 1.3188 1.3487
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 1.3737 1.3433 0.0304 2.2% 0.0169 1.2% 47% False False 372,018
10 1.3737 1.3433 0.0304 2.2% 0.0155 1.1% 47% False False 348,136
20 1.3901 1.3433 0.0468 3.4% 0.0162 1.2% 31% False False 348,997
40 1.4577 1.3433 0.1144 8.4% 0.0146 1.1% 13% False False 316,779
60 1.4897 1.3433 0.1464 10.8% 0.0141 1.0% 10% False False 261,563
80 1.5137 1.3433 0.1704 12.6% 0.0141 1.0% 8% False False 196,826
100 1.5137 1.3433 0.1704 12.6% 0.0137 1.0% 8% False False 157,524
120 1.5137 1.3433 0.1704 12.6% 0.0129 1.0% 8% False False 131,288
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 0.0036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4406
2.618 1.4140
1.618 1.3977
1.000 1.3876
0.618 1.3814
HIGH 1.3713
0.618 1.3651
0.500 1.3632
0.382 1.3612
LOW 1.3550
0.618 1.3449
1.000 1.3387
1.618 1.3286
2.618 1.3123
4.250 1.2857
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 1.3632 1.3585
PP 1.3613 1.3582
S1 1.3595 1.3580

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

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