CME Euro FX (E) Future March 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1.4532 1.4585 0.0053 0.4% 1.4236
High 1.4598 1.4600 0.0002 0.0% 1.4600
Low 1.4525 1.4550 0.0025 0.2% 1.4236
Close 1.4582 1.4591 0.0009 0.1% 1.4591
Range 0.0073 0.0050 -0.0023 -31.5% 0.0364
ATR
Volume 105 16 -89 -84.8% 144
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.4730 1.4711 1.4619
R3 1.4680 1.4661 1.4605
R2 1.4630 1.4630 1.4600
R1 1.4611 1.4611 1.4596 1.4621
PP 1.4580 1.4580 1.4580 1.4585
S1 1.4561 1.4561 1.4586 1.4571
S2 1.4530 1.4530 1.4582
S3 1.4480 1.4511 1.4577
S4 1.4430 1.4461 1.4564
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.5568 1.5443 1.4791
R3 1.5204 1.5079 1.4691
R2 1.4840 1.4840 1.4658
R1 1.4715 1.4715 1.4624 1.4778
PP 1.4476 1.4476 1.4476 1.4507
S1 1.4351 1.4351 1.4558 1.4414
S2 1.4112 1.4112 1.4524
S3 1.3748 1.3987 1.4491
S4 1.3384 1.3623 1.4391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4600 1.4236 0.0364 2.5% 0.0065 0.4% 98% True False 28
10 1.4600 1.4200 0.0400 2.7% 0.0032 0.2% 98% True False 16
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 False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4813
2.618 1.4731
1.618 1.4681
1.000 1.4650
0.618 1.4631
HIGH 1.4600
0.618 1.4581
0.500 1.4575
0.382 1.4569
LOW 1.4550
0.618 1.4519
1.000 1.4500
1.618 1.4469
2.618 1.4419
4.250 1.4338
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1.4586 1.4582
PP 1.4580 1.4572
S1 1.4575 1.4563

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

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