CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 1.3565 1.3608 0.0043 0.3% 1.3611
High 1.3619 1.3734 0.0115 0.8% 1.3688
Low 1.3433 1.3590 0.0157 1.2% 1.3450
Close 1.3598 1.3698 0.0100 0.7% 1.3619
Range 0.0186 0.0144 -0.0042 -22.6% 0.0238
ATR 0.0148 0.0148 0.0000 -0.2% 0.0000
Volume 6,075 6,745 670 11.0% 17,629
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4106 1.4046 1.3777
R3 1.3962 1.3902 1.3738
R2 1.3818 1.3818 1.3724
R1 1.3758 1.3758 1.3711 1.3788
PP 1.3674 1.3674 1.3674 1.3689
S1 1.3614 1.3614 1.3685 1.3644
S2 1.3530 1.3530 1.3672
S3 1.3386 1.3470 1.3658
S4 1.3242 1.3326 1.3619
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 1.3734 1.3433 0.0301 2.2% 0.0159 1.2% 88% True False 5,991
10 1.3734 1.3433 0.0301 2.2% 0.0152 1.1% 88% True False 4,330
20 1.4017 1.3433 0.0584 4.3% 0.0157 1.1% 45% False False 2,764
40 1.4569 1.3433 0.1136 8.3% 0.0139 1.0% 23% False False 1,571
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4346
2.618 1.4111
1.618 1.3967
1.000 1.3878
0.618 1.3823
HIGH 1.3734
0.618 1.3679
0.500 1.3662
0.382 1.3645
LOW 1.3590
0.618 1.3501
1.000 1.3446
1.618 1.3357
2.618 1.3213
4.250 1.2978
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 1.3686 1.3660
PP 1.3674 1.3622
S1 1.3662 1.3584

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

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