CME Euro FX (E) Future December 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 1.3587 1.3687 0.0100 0.7% 1.3594
High 1.3587 1.3687 0.0100 0.7% 1.3609
Low 1.3587 1.3687 0.0100 0.7% 1.3485
Close 1.3587 1.3687 0.0100 0.7% 1.3609
Range
ATR 0.0061 0.0064 0.0003 4.6% 0.0000
Volume 6 6 0 0.0% 176
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3687 1.3687 1.3687
R3 1.3687 1.3687 1.3687
R2 1.3687 1.3687 1.3687
R1 1.3687 1.3687 1.3687 1.3687
PP 1.3687 1.3687 1.3687 1.3687
S1 1.3687 1.3687 1.3687 1.3687
S2 1.3687 1.3687 1.3687
S3 1.3687 1.3687 1.3687
S4 1.3687 1.3687 1.3687
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 1.3687 1.3485 0.0202 1.5% 0.0007 0.1% 100% True False 10
10 1.3687 1.3485 0.0202 1.5% 0.0009 0.1% 100% True False 27
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 1.3687
2.618 1.3687
1.618 1.3687
1.000 1.3687
0.618 1.3687
HIGH 1.3687
0.618 1.3687
0.500 1.3687
0.382 1.3687
LOW 1.3687
0.618 1.3687
1.000 1.3687
1.618 1.3687
2.618 1.3687
4.250 1.3687
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 1.3687 1.3666
PP 1.3687 1.3645
S1 1.3687 1.3625

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

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