CME Euro FX (E) Future September 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 1.3436 1.3610 0.0174 1.3% 1.3610
High 1.3629 1.3610 -0.0019 -0.1% 1.3668
Low 1.3436 1.3610 0.0174 1.3% 1.3465
Close 1.3593 1.3693 0.0100 0.7% 1.3614
Range 0.0193 0.0000 -0.0193 -100.0% 0.0203
ATR 0.0081 0.0076 -0.0005 -5.6% 0.0000
Volume 10 22 12 120.0% 267
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3638 1.3665 1.3693
R3 1.3638 1.3665 1.3693
R2 1.3638 1.3638 1.3693
R1 1.3665 1.3665 1.3693 1.3652
PP 1.3638 1.3638 1.3638 1.3631
S1 1.3665 1.3665 1.3693 1.3652
S2 1.3638 1.3638 1.3693
S3 1.3638 1.3665 1.3693
S4 1.3638 1.3665 1.3693
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 1.3629 1.3436 0.0193 1.4% 0.0070 0.5% 133% False False 11
10 1.3668 1.3436 0.0232 1.7% 0.0057 0.4% 111% False False 31
20 1.3888 1.3436 0.0452 3.3% 0.0040 0.3% 57% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3610
2.618 1.3610
1.618 1.3610
1.000 1.3610
0.618 1.3610
HIGH 1.3610
0.618 1.3610
0.500 1.3610
0.382 1.3610
LOW 1.3610
0.618 1.3610
1.000 1.3610
1.618 1.3610
2.618 1.3610
4.250 1.3610
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 1.3665 1.3640
PP 1.3638 1.3586
S1 1.3610 1.3533

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

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