CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 1.3365 1.3500 0.0135 1.0% 1.3560
High 1.3365 1.3500 0.0135 1.0% 1.3560
Low 1.3365 1.3500 0.0135 1.0% 1.3273
Close 1.3399 1.3463 0.0064 0.5% 1.3399
Range
ATR 0.0070 0.0073 0.0002 3.1% 0.0000
Volume 3 1 -2 -66.7% 17
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3488 1.3475 1.3463
R3 1.3488 1.3475 1.3463
R2 1.3488 1.3488 1.3463
R1 1.3475 1.3475 1.3463 1.3482
PP 1.3488 1.3488 1.3488 1.3491
S1 1.3475 1.3475 1.3463 1.3482
S2 1.3488 1.3488 1.3463
S3 1.3488 1.3475 1.3463
S4 1.3488 1.3475 1.3463
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.4272 1.4122 1.3557
R3 1.3985 1.3835 1.3478
R2 1.3698 1.3698 1.3452
R1 1.3548 1.3548 1.3425 1.3480
PP 1.3411 1.3411 1.3411 1.3376
S1 1.3261 1.3261 1.3373 1.3193
S2 1.3124 1.3124 1.3346
S3 1.2837 1.2974 1.3320
S4 1.2550 1.2687 1.3241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3550 1.3273 0.0277 2.1% 0.0030 0.2% 69% False False 2
10 1.3765 1.3273 0.0492 3.7% 0.0015 0.1% 39% False False 2
20 1.3765 1.3273 0.0492 3.7% 0.0008 0.1% 39% False False 3
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3500
2.618 1.3500
1.618 1.3500
1.000 1.3500
0.618 1.3500
HIGH 1.3500
0.618 1.3500
0.500 1.3500
0.382 1.3500
LOW 1.3500
0.618 1.3500
1.000 1.3500
1.618 1.3500
2.618 1.3500
4.250 1.3500
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 1.3500 1.3438
PP 1.3488 1.3412
S1 1.3475 1.3387

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

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