CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 1.3520 1.3609 0.0089 0.7% 1.3594
High 1.3520 1.3609 0.0089 0.7% 1.3609
Low 1.3485 1.3609 0.0124 0.9% 1.3485
Close 1.3532 1.3609 0.0077 0.6% 1.3609
Range 0.0035 0.0000 -0.0035 -100.0% 0.0124
ATR 0.0064 0.0065 0.0001 1.5% 0.0000
Volume 30 6 -24 -80.0% 176
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3609 1.3609 1.3609
R3 1.3609 1.3609 1.3609
R2 1.3609 1.3609 1.3609
R1 1.3609 1.3609 1.3609 1.3609
PP 1.3609 1.3609 1.3609 1.3609
S1 1.3609 1.3609 1.3609 1.3609
S2 1.3609 1.3609 1.3609
S3 1.3609 1.3609 1.3609
S4 1.3609 1.3609 1.3609
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3940 1.3898 1.3677
R3 1.3816 1.3774 1.3643
R2 1.3692 1.3692 1.3632
R1 1.3650 1.3650 1.3620 1.3671
PP 1.3568 1.3568 1.3568 1.3578
S1 1.3526 1.3526 1.3598 1.3547
S2 1.3444 1.3444 1.3586
S3 1.3320 1.3402 1.3575
S4 1.3196 1.3278 1.3541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3609 1.3485 0.0124 0.9% 0.0007 0.1% 100% True False 35
10 1.3742 1.3485 0.0257 1.9% 0.0009 0.1% 48% False False 33
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3609
2.618 1.3609
1.618 1.3609
1.000 1.3609
0.618 1.3609
HIGH 1.3609
0.618 1.3609
0.500 1.3609
0.382 1.3609
LOW 1.3609
0.618 1.3609
1.000 1.3609
1.618 1.3609
2.618 1.3609
4.250 1.3609
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 1.3609 1.3588
PP 1.3609 1.3568
S1 1.3609 1.3547

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

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