CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 1.3618 1.3565 -0.0053 -0.4% 1.3611
High 1.3651 1.3619 -0.0032 -0.2% 1.3688
Low 1.3458 1.3433 -0.0025 -0.2% 1.3450
Close 1.3573 1.3598 0.0025 0.2% 1.3619
Range 0.0193 0.0186 -0.0007 -3.6% 0.0238
ATR 0.0145 0.0148 0.0003 2.0% 0.0000
Volume 7,921 6,075 -1,846 -23.3% 17,629
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4108 1.4039 1.3700
R3 1.3922 1.3853 1.3649
R2 1.3736 1.3736 1.3632
R1 1.3667 1.3667 1.3615 1.3702
PP 1.3550 1.3550 1.3550 1.3567
S1 1.3481 1.3481 1.3581 1.3516
S2 1.3364 1.3364 1.3564
S3 1.3178 1.3295 1.3547
S4 1.2992 1.3109 1.3496
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4300 1.4197 1.3750
R3 1.4062 1.3959 1.3684
R2 1.3824 1.3824 1.3663
R1 1.3721 1.3721 1.3641 1.3773
PP 1.3586 1.3586 1.3586 1.3611
S1 1.3483 1.3483 1.3597 1.3535
S2 1.3348 1.3348 1.3575
S3 1.3110 1.3245 1.3554
S4 1.2872 1.3007 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3683 1.3433 0.0250 1.8% 0.0155 1.1% 66% False True 5,502
10 1.3784 1.3433 0.0351 2.6% 0.0158 1.2% 47% False True 3,911
20 1.4017 1.3433 0.0584 4.3% 0.0154 1.1% 28% False True 2,439
40 1.4569 1.3433 0.1136 8.4% 0.0140 1.0% 15% False True 1,406
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4410
2.618 1.4106
1.618 1.3920
1.000 1.3805
0.618 1.3734
HIGH 1.3619
0.618 1.3548
0.500 1.3526
0.382 1.3504
LOW 1.3433
0.618 1.3318
1.000 1.3247
1.618 1.3132
2.618 1.2946
4.250 1.2643
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 1.3574 1.3585
PP 1.3550 1.3571
S1 1.3526 1.3558

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

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