CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 1.3851 1.3910 0.0059 0.4% 1.3761
High 1.3917 1.3973 0.0056 0.4% 1.4000
Low 1.3760 1.3900 0.0140 1.0% 1.3629
Close 1.3892 1.3943 0.0051 0.4% 1.3891
Range 0.0157 0.0073 -0.0084 -53.5% 0.0371
ATR 0.0131 0.0128 -0.0004 -2.7% 0.0000
Volume 210 374 164 78.1% 3,848
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4158 1.4123 1.3983
R3 1.4085 1.4050 1.3963
R2 1.4012 1.4012 1.3956
R1 1.3977 1.3977 1.3950 1.3995
PP 1.3939 1.3939 1.3939 1.3947
S1 1.3904 1.3904 1.3936 1.3922
S2 1.3866 1.3866 1.3930
S3 1.3793 1.3831 1.3923
S4 1.3720 1.3758 1.3903
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4953 1.4793 1.4095
R3 1.4582 1.4422 1.3993
R2 1.4211 1.4211 1.3959
R1 1.4051 1.4051 1.3925 1.4131
PP 1.3840 1.3840 1.3840 1.3880
S1 1.3680 1.3680 1.3857 1.3760
S2 1.3469 1.3469 1.3823
S3 1.3098 1.3309 1.3789
S4 1.2727 1.2938 1.3687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4000 1.3760 0.0240 1.7% 0.0134 1.0% 76% False False 473
10 1.4000 1.3546 0.0454 3.3% 0.0142 1.0% 87% False False 632
20 1.4000 1.2975 0.1025 7.4% 0.0139 1.0% 94% False False 476
40 1.4000 1.2642 0.1358 9.7% 0.0093 0.7% 96% False False 254
60 1.4000 1.2642 0.1358 9.7% 0.0066 0.5% 96% False False 171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0031
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.4283
2.618 1.4164
1.618 1.4091
1.000 1.4046
0.618 1.4018
HIGH 1.3973
0.618 1.3945
0.500 1.3937
0.382 1.3928
LOW 1.3900
0.618 1.3855
1.000 1.3827
1.618 1.3782
2.618 1.3709
4.250 1.3590
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 1.3941 1.3919
PP 1.3939 1.3895
S1 1.3937 1.3872

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

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