CME Euro FX (E) Future September 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 1.3609 1.3583 -0.0026 -0.2% 1.3660
High 1.3609 1.3700 0.0091 0.7% 1.3800
Low 1.3609 1.3583 -0.0026 -0.2% 1.3609
Close 1.3609 1.3748 0.0139 1.0% 1.3609
Range 0.0000 0.0117 0.0117 0.0191
ATR 0.0066 0.0070 0.0004 5.5% 0.0000
Volume 10 10 0 0.0% 18
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.4028 1.4005 1.3812
R3 1.3911 1.3888 1.3780
R2 1.3794 1.3794 1.3769
R1 1.3771 1.3771 1.3759 1.3783
PP 1.3677 1.3677 1.3677 1.3683
S1 1.3654 1.3654 1.3737 1.3666
S2 1.3560 1.3560 1.3727
S3 1.3443 1.3537 1.3716
S4 1.3326 1.3420 1.3684
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 1.3583 0.0217 1.6% 0.0023 0.2% 76% False True 4
10 1.3940 1.3583 0.0357 2.6% 0.0027 0.2% 46% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.4197
2.618 1.4006
1.618 1.3889
1.000 1.3817
0.618 1.3772
HIGH 1.3700
0.618 1.3655
0.500 1.3642
0.382 1.3628
LOW 1.3583
0.618 1.3511
1.000 1.3466
1.618 1.3394
2.618 1.3277
4.250 1.3086
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 1.3713 1.3713
PP 1.3677 1.3677
S1 1.3642 1.3642

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

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