CME Euro FX (E) Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 1.3539 1.3542 0.0003 0.0% 1.3611
High 1.3569 1.3683 0.0114 0.8% 1.3688
Low 1.3450 1.3529 0.0079 0.6% 1.3450
Close 1.3542 1.3619 0.0077 0.6% 1.3619
Range 0.0119 0.0154 0.0035 29.4% 0.0238
ATR 0.0141 0.0142 0.0001 0.7% 0.0000
Volume 2,901 6,313 3,412 117.6% 17,629
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4072 1.4000 1.3704
R3 1.3918 1.3846 1.3661
R2 1.3764 1.3764 1.3647
R1 1.3692 1.3692 1.3633 1.3728
PP 1.3610 1.3610 1.3610 1.3629
S1 1.3538 1.3538 1.3605 1.3574
S2 1.3456 1.3456 1.3591
S3 1.3302 1.3384 1.3577
S4 1.3148 1.3230 1.3534
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4300 1.4197 1.3750
R3 1.4062 1.3959 1.3684
R2 1.3824 1.3824 1.3663
R1 1.3721 1.3721 1.3641 1.3773
PP 1.3586 1.3586 1.3586 1.3611
S1 1.3483 1.3483 1.3597 1.3535
S2 1.3348 1.3348 1.3575
S3 1.3110 1.3245 1.3554
S4 1.2872 1.3007 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3688 1.3450 0.0238 1.7% 0.0134 1.0% 71% False False 3,525
10 1.3784 1.3441 0.0343 2.5% 0.0155 1.1% 52% False False 2,850
20 1.4017 1.3441 0.0576 4.2% 0.0145 1.1% 31% False False 1,796
40 1.4569 1.3441 0.1128 8.3% 0.0136 1.0% 16% False False 1,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4338
2.618 1.4086
1.618 1.3932
1.000 1.3837
0.618 1.3778
HIGH 1.3683
0.618 1.3624
0.500 1.3606
0.382 1.3588
LOW 1.3529
0.618 1.3434
1.000 1.3375
1.618 1.3280
2.618 1.3126
4.250 1.2875
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 1.3615 1.3602
PP 1.3610 1.3584
S1 1.3606 1.3567

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.