CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 1.3740 1.3631 -0.0109 -0.8% 1.3887
High 1.3740 1.3631 -0.0109 -0.8% 1.3940
Low 1.3740 1.3631 -0.0109 -0.8% 1.3650
Close 1.3725 1.3678 -0.0047 -0.3% 1.3624
Range
ATR 0.0063 0.0066 0.0002 3.4% 0.0000
Volume 1 2 1 100.0% 52
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3647 1.3662 1.3678
R3 1.3647 1.3662 1.3678
R2 1.3647 1.3647 1.3678
R1 1.3662 1.3662 1.3678 1.3655
PP 1.3647 1.3647 1.3647 1.3643
S1 1.3662 1.3662 1.3678 1.3655
S2 1.3647 1.3647 1.3678
S3 1.3647 1.3662 1.3678
S4 1.3647 1.3662 1.3678
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4608 1.4406 1.3784
R3 1.4318 1.4116 1.3704
R2 1.4028 1.4028 1.3677
R1 1.3826 1.3826 1.3651 1.3782
PP 1.3738 1.3738 1.3738 1.3716
S1 1.3536 1.3536 1.3597 1.3492
S2 1.3448 1.3448 1.3571
S3 1.3158 1.3246 1.3544
S4 1.2868 1.2956 1.3465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3800 1.3631 0.0169 1.2% 0.0014 0.1% 28% False True 2
10 1.3940 1.3631 0.0309 2.3% 0.0017 0.1% 15% False True 6
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3631
2.618 1.3631
1.618 1.3631
1.000 1.3631
0.618 1.3631
HIGH 1.3631
0.618 1.3631
0.500 1.3631
0.382 1.3631
LOW 1.3631
0.618 1.3631
1.000 1.3631
1.618 1.3631
2.618 1.3631
4.250 1.3631
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 1.3662 1.3716
PP 1.3647 1.3703
S1 1.3631 1.3691

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

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