CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 1.3678 1.3764 0.0086 0.6% 1.3641
High 1.3796 1.3776 -0.0020 -0.1% 1.3796
Low 1.3670 1.3693 0.0023 0.2% 1.3536
Close 1.3758 1.3698 -0.0060 -0.4% 1.3758
Range 0.0126 0.0083 -0.0043 -34.1% 0.0260
ATR 0.0136 0.0133 -0.0004 -2.8% 0.0000
Volume 156,228 59,243 -96,985 -62.1% 1,262,383
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3971 1.3918 1.3744
R3 1.3888 1.3835 1.3721
R2 1.3805 1.3805 1.3713
R1 1.3752 1.3752 1.3706 1.3737
PP 1.3722 1.3722 1.3722 1.3715
S1 1.3669 1.3669 1.3690 1.3654
S2 1.3639 1.3639 1.3683
S3 1.3556 1.3586 1.3675
S4 1.3473 1.3503 1.3652
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4477 1.4377 1.3901
R3 1.4217 1.4117 1.3830
R2 1.3957 1.3957 1.3806
R1 1.3857 1.3857 1.3782 1.3907
PP 1.3697 1.3697 1.3697 1.3722
S1 1.3597 1.3597 1.3734 1.3647
S2 1.3437 1.3437 1.3710
S3 1.3177 1.3337 1.3687
S4 1.2917 1.3077 1.3615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3796 1.3536 0.0260 1.9% 0.0103 0.7% 62% False False 204,725
10 1.3796 1.3433 0.0363 2.7% 0.0121 0.9% 73% False False 278,299
20 1.3796 1.3433 0.0363 2.7% 0.0141 1.0% 73% False False 306,081
40 1.4511 1.3433 0.1078 7.9% 0.0140 1.0% 25% False False 314,338
60 1.4588 1.3433 0.1155 8.4% 0.0137 1.0% 23% False False 276,143
80 1.5137 1.3433 0.1704 12.4% 0.0139 1.0% 16% False False 217,862
100 1.5137 1.3433 0.1704 12.4% 0.0137 1.0% 16% False False 174,368
120 1.5137 1.3433 0.1704 12.4% 0.0131 1.0% 16% False False 145,337
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4129
2.618 1.3993
1.618 1.3910
1.000 1.3859
0.618 1.3827
HIGH 1.3776
0.618 1.3744
0.500 1.3735
0.382 1.3725
LOW 1.3693
0.618 1.3642
1.000 1.3610
1.618 1.3559
2.618 1.3476
4.250 1.3340
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 1.3735 1.3708
PP 1.3722 1.3705
S1 1.3710 1.3701

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

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