CME Euro FX (E) Future December 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 1.3500 1.3497 -0.0003 0.0% 1.3560
High 1.3500 1.3497 -0.0003 0.0% 1.3560
Low 1.3500 1.3403 -0.0097 -0.7% 1.3273
Close 1.3463 1.3420 -0.0043 -0.3% 1.3399
Range 0.0000 0.0094 0.0094 0.0287
ATR 0.0073 0.0074 0.0002 2.1% 0.0000
Volume 1 10 9 900.0% 17
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.3722 1.3665 1.3472
R3 1.3628 1.3571 1.3446
R2 1.3534 1.3534 1.3437
R1 1.3477 1.3477 1.3429 1.3459
PP 1.3440 1.3440 1.3440 1.3431
S1 1.3383 1.3383 1.3411 1.3365
S2 1.3346 1.3346 1.3403
S3 1.3252 1.3289 1.3394
S4 1.3158 1.3195 1.3368
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 1.3500 1.3273 0.0227 1.7% 0.0049 0.4% 65% False False 4
10 1.3765 1.3273 0.0492 3.7% 0.0025 0.2% 30% False False 3
20 1.3765 1.3273 0.0492 3.7% 0.0012 0.1% 30% False False 3
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 37 trading days
Fibonacci Retracements and Extensions
4.250 1.3897
2.618 1.3743
1.618 1.3649
1.000 1.3591
0.618 1.3555
HIGH 1.3497
0.618 1.3461
0.500 1.3450
0.382 1.3439
LOW 1.3403
0.618 1.3345
1.000 1.3309
1.618 1.3251
2.618 1.3157
4.250 1.3004
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 1.3450 1.3433
PP 1.3440 1.3428
S1 1.3430 1.3424

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.