CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 1.3532 1.3589 0.0057 0.4% 1.3610
High 1.3601 1.3589 -0.0012 -0.1% 1.3668
Low 1.3532 1.3500 -0.0032 -0.2% 1.3465
Close 1.3614 1.3568 -0.0046 -0.3% 1.3614
Range 0.0069 0.0089 0.0020 29.0% 0.0203
ATR 0.0069 0.0072 0.0003 4.6% 0.0000
Volume 1 12 11 1,100.0% 267
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3819 1.3783 1.3617
R3 1.3730 1.3694 1.3592
R2 1.3641 1.3641 1.3584
R1 1.3605 1.3605 1.3576 1.3579
PP 1.3552 1.3552 1.3552 1.3539
S1 1.3516 1.3516 1.3560 1.3490
S2 1.3463 1.3463 1.3552
S3 1.3374 1.3427 1.3544
S4 1.3285 1.3338 1.3519
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4191 1.4106 1.3726
R3 1.3988 1.3903 1.3670
R2 1.3785 1.3785 1.3651
R1 1.3700 1.3700 1.3633 1.3743
PP 1.3582 1.3582 1.3582 1.3604
S1 1.3497 1.3497 1.3595 1.3540
S2 1.3379 1.3379 1.3577
S3 1.3176 1.3294 1.3558
S4 1.2973 1.3091 1.3502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3668 1.3465 0.0203 1.5% 0.0065 0.5% 51% False False 5
10 1.3700 1.3465 0.0235 1.7% 0.0049 0.4% 44% False False 29
20 1.3940 1.3465 0.0475 3.5% 0.0033 0.2% 22% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3967
2.618 1.3822
1.618 1.3733
1.000 1.3678
0.618 1.3644
HIGH 1.3589
0.618 1.3555
0.500 1.3545
0.382 1.3534
LOW 1.3500
0.618 1.3445
1.000 1.3411
1.618 1.3356
2.618 1.3267
4.250 1.3122
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 1.3560 1.3556
PP 1.3552 1.3545
S1 1.3545 1.3533

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

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