CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 1.3631 1.3609 -0.0022 -0.2% 1.3660
High 1.3631 1.3609 -0.0022 -0.2% 1.3800
Low 1.3631 1.3609 -0.0022 -0.2% 1.3609
Close 1.3678 1.3609 -0.0069 -0.5% 1.3609
Range
ATR 0.0066 0.0066 0.0000 0.4% 0.0000
Volume 2 10 8 400.0% 18
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.3609 1.3609 1.3609
R3 1.3609 1.3609 1.3609
R2 1.3609 1.3609 1.3609
R1 1.3609 1.3609 1.3609 1.3609
PP 1.3609 1.3609 1.3609 1.3609
S1 1.3609 1.3609 1.3609 1.3609
S2 1.3609 1.3609 1.3609
S3 1.3609 1.3609 1.3609
S4 1.3609 1.3609 1.3609
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4246 1.4118 1.3714
R3 1.4055 1.3927 1.3662
R2 1.3864 1.3864 1.3644
R1 1.3736 1.3736 1.3627 1.3705
PP 1.3673 1.3673 1.3673 1.3657
S1 1.3545 1.3545 1.3591 1.3514
S2 1.3482 1.3482 1.3574
S3 1.3291 1.3354 1.3556
S4 1.3100 1.3163 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3800 1.3609 0.0191 1.4% 0.0000 0.0% 0% False True 3
10 1.3940 1.3609 0.0331 2.4% 0.0017 0.1% 0% False True 7
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3609
2.618 1.3609
1.618 1.3609
1.000 1.3609
0.618 1.3609
HIGH 1.3609
0.618 1.3609
0.500 1.3609
0.382 1.3609
LOW 1.3609
0.618 1.3609
1.000 1.3609
1.618 1.3609
2.618 1.3609
4.250 1.3609
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 1.3609 1.3675
PP 1.3609 1.3653
S1 1.3609 1.3631

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

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