CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 1.3687 1.3567 -0.0120 -0.9% 1.3594
High 1.3687 1.3567 -0.0120 -0.9% 1.3609
Low 1.3687 1.3567 -0.0120 -0.9% 1.3485
Close 1.3687 1.3567 -0.0120 -0.9% 1.3609
Range
ATR 0.0064 0.0068 0.0004 6.3% 0.0000
Volume 6 6 0 0.0% 176
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3567 1.3567 1.3567
R3 1.3567 1.3567 1.3567
R2 1.3567 1.3567 1.3567
R1 1.3567 1.3567 1.3567 1.3567
PP 1.3567 1.3567 1.3567 1.3567
S1 1.3567 1.3567 1.3567 1.3567
S2 1.3567 1.3567 1.3567
S3 1.3567 1.3567 1.3567
S4 1.3567 1.3567 1.3567
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 1.3562 0.0125 0.9% 0.0000 0.0% 4% False False 6
10 1.3687 1.3485 0.0202 1.5% 0.0004 0.0% 41% False False 25
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 1.3567
2.618 1.3567
1.618 1.3567
1.000 1.3567
0.618 1.3567
HIGH 1.3567
0.618 1.3567
0.500 1.3567
0.382 1.3567
LOW 1.3567
0.618 1.3567
1.000 1.3567
1.618 1.3567
2.618 1.3567
4.250 1.3567
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 1.3567 1.3627
PP 1.3567 1.3607
S1 1.3567 1.3587

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

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