CME Euro FX (E) Future June 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 1.3928 1.4016 0.0088 0.6% 1.3656
High 1.3928 1.4016 0.0088 0.6% 1.3935
Low 1.3928 1.4016 0.0088 0.6% 1.3656
Close 1.3928 1.4019 0.0091 0.7% 1.3876
Range
ATR
Volume 1 1 0 0.0% 37
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4017 1.4018 1.4019
R3 1.4017 1.4018 1.4019
R2 1.4017 1.4017 1.4019
R1 1.4018 1.4018 1.4019 1.4018
PP 1.4017 1.4017 1.4017 1.4017
S1 1.4018 1.4018 1.4019 1.4018
S2 1.4017 1.4017 1.4019
S3 1.4017 1.4018 1.4019
S4 1.4017 1.4018 1.4019
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.4659 1.4547 1.4029
R3 1.4380 1.4268 1.3953
R2 1.4101 1.4101 1.3927
R1 1.3989 1.3989 1.3902 1.4045
PP 1.3822 1.3822 1.3822 1.3851
S1 1.3710 1.3710 1.3850 1.3766
S2 1.3543 1.3543 1.3825
S3 1.3264 1.3431 1.3799
S4 1.2985 1.3152 1.3723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4016 1.3765 0.0251 1.8% 0.0004 0.0% 101% True False 7
10 1.4016 1.3656 0.0360 2.6% 0.0014 0.1% 101% True False 5
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 1.4016
2.618 1.4016
1.618 1.4016
1.000 1.4016
0.618 1.4016
HIGH 1.4016
0.618 1.4016
0.500 1.4016
0.382 1.4016
LOW 1.4016
0.618 1.4016
1.000 1.4016
1.618 1.4016
2.618 1.4016
4.250 1.4016
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 1.4018 1.3976
PP 1.4017 1.3933
S1 1.4016 1.3891

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

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