CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 1.3509 1.3513 0.0004 0.0% 1.3742
High 1.3509 1.3513 0.0004 0.0% 1.3742
Low 1.3509 1.3513 0.0004 0.0% 1.3560
Close 1.3509 1.3513 0.0004 0.0% 1.3584
Range
ATR
Volume 55 30 -25 -45.5% 133
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3513 1.3513 1.3513
R3 1.3513 1.3513 1.3513
R2 1.3513 1.3513 1.3513
R1 1.3513 1.3513 1.3513 1.3513
PP 1.3513 1.3513 1.3513 1.3513
S1 1.3513 1.3513 1.3513 1.3513
S2 1.3513 1.3513 1.3513
S3 1.3513 1.3513 1.3513
S4 1.3513 1.3513 1.3513
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4175 1.4061 1.3684
R3 1.3993 1.3879 1.3634
R2 1.3811 1.3811 1.3617
R1 1.3697 1.3697 1.3601 1.3663
PP 1.3629 1.3629 1.3629 1.3612
S1 1.3515 1.3515 1.3567 1.3481
S2 1.3447 1.3447 1.3551
S3 1.3265 1.3333 1.3534
S4 1.3083 1.3151 1.3484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3613 1.3509 0.0104 0.8% 0.0011 0.1% 4% False False 44
10 1.3742 1.3509 0.0233 1.7% 0.0005 0.0% 2% False False 30
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3513
2.618 1.3513
1.618 1.3513
1.000 1.3513
0.618 1.3513
HIGH 1.3513
0.618 1.3513
0.500 1.3513
0.382 1.3513
LOW 1.3513
0.618 1.3513
1.000 1.3513
1.618 1.3513
2.618 1.3513
4.250 1.3513
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 1.3513 1.3552
PP 1.3513 1.3539
S1 1.3513 1.3526

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

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