CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 1.3550 1.3641 0.0091 0.7% 1.3562
High 1.3550 1.3641 0.0091 0.7% 1.3687
Low 1.3550 1.3641 0.0091 0.7% 1.3562
Close 1.3584 1.3641 0.0057 0.4% 1.3613
Range
ATR 0.0063 0.0063 0.0000 -0.7% 0.0000
Volume 6 2 -4 -66.7% 30
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3641 1.3641 1.3641
R3 1.3641 1.3641 1.3641
R2 1.3641 1.3641 1.3641
R1 1.3641 1.3641 1.3641 1.3641
PP 1.3641 1.3641 1.3641 1.3641
S1 1.3641 1.3641 1.3641 1.3641
S2 1.3641 1.3641 1.3641
S3 1.3641 1.3641 1.3641
S4 1.3641 1.3641 1.3641
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3996 1.3929 1.3682
R3 1.3871 1.3804 1.3647
R2 1.3746 1.3746 1.3636
R1 1.3679 1.3679 1.3624 1.3713
PP 1.3621 1.3621 1.3621 1.3637
S1 1.3554 1.3554 1.3602 1.3588
S2 1.3496 1.3496 1.3590
S3 1.3371 1.3429 1.3579
S4 1.3246 1.3304 1.3544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3641 1.3550 0.0091 0.7% 0.0000 0.0% 100% True False 5
10 1.3687 1.3485 0.0202 1.5% 0.0004 0.0% 77% False False 8
20 1.3742 1.3485 0.0257 1.9% 0.0004 0.0% 61% False False 19
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 1.3641
2.618 1.3641
1.618 1.3641
1.000 1.3641
0.618 1.3641
HIGH 1.3641
0.618 1.3641
0.500 1.3641
0.382 1.3641
LOW 1.3641
0.618 1.3641
1.000 1.3641
1.618 1.3641
2.618 1.3641
4.250 1.3641
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 1.3641 1.3626
PP 1.3641 1.3611
S1 1.3641 1.3596

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

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