CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 1.3625 1.3550 -0.0075 -0.6% 1.3562
High 1.3625 1.3550 -0.0075 -0.6% 1.3687
Low 1.3625 1.3550 -0.0075 -0.6% 1.3562
Close 1.3625 1.3584 -0.0041 -0.3% 1.3613
Range
ATR 0.0062 0.0063 0.0001 1.5% 0.0000
Volume 6 6 0 0.0% 30
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3561 1.3573 1.3584
R3 1.3561 1.3573 1.3584
R2 1.3561 1.3561 1.3584
R1 1.3573 1.3573 1.3584 1.3567
PP 1.3561 1.3561 1.3561 1.3559
S1 1.3573 1.3573 1.3584 1.3567
S2 1.3561 1.3561 1.3584
S3 1.3561 1.3573 1.3584
S4 1.3561 1.3573 1.3584
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 1.3687 1.3550 0.0137 1.0% 0.0000 0.0% 25% False True 6
10 1.3687 1.3485 0.0202 1.5% 0.0004 0.0% 49% False False 10
20 1.3810 1.3485 0.0325 2.4% 0.0005 0.0% 30% 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 1.3550
2.618 1.3550
1.618 1.3550
1.000 1.3550
0.618 1.3550
HIGH 1.3550
0.618 1.3550
0.500 1.3550
0.382 1.3550
LOW 1.3550
0.618 1.3550
1.000 1.3550
1.618 1.3550
2.618 1.3550
4.250 1.3550
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 1.3573 1.3588
PP 1.3561 1.3586
S1 1.3550 1.3585

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

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