CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 1.3091 1.3025 -0.0066 -0.5% 1.2820
High 1.3139 1.3106 -0.0033 -0.3% 1.3139
Low 1.3028 1.3023 -0.0005 0.0% 1.2781
Close 1.3032 1.3049 0.0017 0.1% 1.3032
Range 0.0111 0.0083 -0.0028 -25.2% 0.0358
ATR 0.0089 0.0088 0.0000 -0.4% 0.0000
Volume 105 136 31 29.5% 603
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3308 1.3262 1.3095
R3 1.3225 1.3179 1.3072
R2 1.3142 1.3142 1.3064
R1 1.3096 1.3096 1.3057 1.3119
PP 1.3059 1.3059 1.3059 1.3071
S1 1.3013 1.3013 1.3041 1.3036
S2 1.2976 1.2976 1.3034
S3 1.2893 1.2930 1.3026
S4 1.2810 1.2847 1.3003
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.4058 1.3903 1.3229
R3 1.3700 1.3545 1.3130
R2 1.3342 1.3342 1.3098
R1 1.3187 1.3187 1.3065 1.3265
PP 1.2984 1.2984 1.2984 1.3023
S1 1.2829 1.2829 1.2999 1.2907
S2 1.2626 1.2626 1.2966
S3 1.2268 1.2471 1.2934
S4 1.1910 1.2113 1.2835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3139 1.2825 0.0314 2.4% 0.0114 0.9% 71% False False 141
10 1.3139 1.2650 0.0489 3.7% 0.0105 0.8% 82% False False 104
20 1.3139 1.2642 0.0497 3.8% 0.0062 0.5% 82% False False 56
40 1.3285 1.2642 0.0643 4.9% 0.0036 0.3% 63% False False 32
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 True
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3459
2.618 1.3323
1.618 1.3240
1.000 1.3189
0.618 1.3157
HIGH 1.3106
0.618 1.3074
0.500 1.3065
0.382 1.3055
LOW 1.3023
0.618 1.2972
1.000 1.2940
1.618 1.2889
2.618 1.2806
4.250 1.2670
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 1.3065 1.3057
PP 1.3059 1.3054
S1 1.3054 1.3052

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

View Archives - Comment on this page... - Back to Index of Symbols