CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 1.2983 1.2813 -0.0170 -1.3% 1.3141
High 1.2983 1.2813 -0.0170 -1.3% 1.3285
Low 1.2875 1.2813 -0.0062 -0.5% 1.3141
Close 1.2864 1.2813 -0.0051 -0.4% 1.3258
Range 0.0108 0.0000 -0.0108 -100.0% 0.0144
ATR 0.0072 0.0071 -0.0002 -2.1% 0.0000
Volume 2 20 18 900.0% 14
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.2813 1.2813 1.2813
R3 1.2813 1.2813 1.2813
R2 1.2813 1.2813 1.2813
R1 1.2813 1.2813 1.2813 1.2813
PP 1.2813 1.2813 1.2813 1.2813
S1 1.2813 1.2813 1.2813 1.2813
S2 1.2813 1.2813 1.2813
S3 1.2813 1.2813 1.2813
S4 1.2813 1.2813 1.2813
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3660 1.3603 1.3337
R3 1.3516 1.3459 1.3298
R2 1.3372 1.3372 1.3284
R1 1.3315 1.3315 1.3271 1.3344
PP 1.3228 1.3228 1.3228 1.3242
S1 1.3171 1.3171 1.3245 1.3200
S2 1.3084 1.3084 1.3232
S3 1.2940 1.3027 1.3218
S4 1.2796 1.2883 1.3179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3285 1.2813 0.0472 3.7% 0.0030 0.2% 0% False True 5
10 1.3285 1.2813 0.0472 3.7% 0.0021 0.2% 0% False True 4
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2813
2.618 1.2813
1.618 1.2813
1.000 1.2813
0.618 1.2813
HIGH 1.2813
0.618 1.2813
0.500 1.2813
0.382 1.2813
LOW 1.2813
0.618 1.2813
1.000 1.2813
1.618 1.2813
2.618 1.2813
4.250 1.2813
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 1.2813 1.3007
PP 1.2813 1.2942
S1 1.2813 1.2878

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

View Archives - Comment on this page... - Back to Index of Symbols