CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 1.3550 1.3397 -0.0153 -1.1% 1.3665
High 1.3550 1.3397 -0.0153 -1.1% 1.3765
Low 1.3550 1.3307 -0.0243 -1.8% 1.3532
Close 1.3487 1.3337 -0.0150 -1.1% 1.3532
Range 0.0000 0.0090 0.0090 0.0233
ATR 0.0062 0.0071 0.0008 13.6% 0.0000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3617 1.3567 1.3387
R3 1.3527 1.3477 1.3362
R2 1.3437 1.3437 1.3354
R1 1.3387 1.3387 1.3345 1.3367
PP 1.3347 1.3347 1.3347 1.3337
S1 1.3297 1.3297 1.3329 1.3277
S2 1.3257 1.3257 1.3321
S3 1.3167 1.3207 1.3312
S4 1.3077 1.3117 1.3288
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4309 1.4153 1.3660
R3 1.4076 1.3920 1.3596
R2 1.3843 1.3843 1.3575
R1 1.3687 1.3687 1.3553 1.3649
PP 1.3610 1.3610 1.3610 1.3590
S1 1.3454 1.3454 1.3511 1.3416
S2 1.3377 1.3377 1.3489
S3 1.3144 1.3221 1.3468
S4 1.2911 1.2988 1.3404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3600 1.3307 0.0293 2.2% 0.0018 0.1% 10% False True 2
10 1.3765 1.3307 0.0458 3.4% 0.0009 0.1% 7% False True 1
20 1.3765 1.3307 0.0458 3.4% 0.0006 0.0% 7% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.3780
2.618 1.3633
1.618 1.3543
1.000 1.3487
0.618 1.3453
HIGH 1.3397
0.618 1.3363
0.500 1.3352
0.382 1.3341
LOW 1.3307
0.618 1.3251
1.000 1.3217
1.618 1.3161
2.618 1.3071
4.250 1.2925
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 1.3352 1.3434
PP 1.3347 1.3401
S1 1.3342 1.3369

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

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