CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.3555 1.3605 0.0050 0.4% 1.3525
High 1.3617 1.3714 0.0097 0.7% 1.3714
Low 1.3533 1.3542 0.0009 0.1% 1.3424
Close 1.3601 1.3681 0.0080 0.6% 1.3681
Range 0.0084 0.0172 0.0088 104.8% 0.0290
ATR 0.0136 0.0138 0.0003 1.9% 0.0000
Volume 293,675 352,670 58,995 20.1% 1,660,862
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4162 1.4093 1.3776
R3 1.3990 1.3921 1.3728
R2 1.3818 1.3818 1.3713
R1 1.3749 1.3749 1.3697 1.3784
PP 1.3646 1.3646 1.3646 1.3663
S1 1.3577 1.3577 1.3665 1.3612
S2 1.3474 1.3474 1.3649
S3 1.3302 1.3405 1.3634
S4 1.3130 1.3233 1.3586
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4476 1.4369 1.3841
R3 1.4186 1.4079 1.3761
R2 1.3896 1.3896 1.3734
R1 1.3789 1.3789 1.3708 1.3843
PP 1.3606 1.3606 1.3606 1.3633
S1 1.3499 1.3499 1.3654 1.3553
S2 1.3316 1.3316 1.3628
S3 1.3026 1.3209 1.3601
S4 1.2736 1.2919 1.3522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3714 1.3424 0.0290 2.1% 0.0121 0.9% 89% True False 332,172
10 1.3739 1.3424 0.0315 2.3% 0.0125 0.9% 82% False False 332,728
20 1.3856 1.3424 0.0432 3.2% 0.0134 1.0% 59% False False 340,340
40 1.3856 1.2870 0.0986 7.2% 0.0144 1.0% 82% False False 308,377
60 1.3856 1.2870 0.0986 7.2% 0.0150 1.1% 82% False False 253,643
80 1.4250 1.2870 0.1380 10.1% 0.0156 1.1% 59% False False 190,505
100 1.4250 1.2870 0.1380 10.1% 0.0156 1.1% 59% False False 152,514
120 1.4250 1.2650 0.1600 11.7% 0.0148 1.1% 64% False False 127,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.4445
2.618 1.4164
1.618 1.3992
1.000 1.3886
0.618 1.3820
HIGH 1.3714
0.618 1.3648
0.500 1.3628
0.382 1.3608
LOW 1.3542
0.618 1.3436
1.000 1.3370
1.618 1.3264
2.618 1.3092
4.250 1.2811
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.3663 1.3649
PP 1.3646 1.3618
S1 1.3628 1.3586

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

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