CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 1.2808 1.2848 0.0040 0.3% 1.2660
High 1.2808 1.2880 0.0072 0.6% 1.2880
Low 1.2808 1.2829 0.0021 0.2% 1.2660
Close 1.2808 1.2869 0.0061 0.5% 1.2869
Range 0.0000 0.0051 0.0051 0.0220
ATR 0.0063 0.0064 0.0001 1.0% 0.0000
Volume 1 1 0 0.0% 46
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3012 1.2992 1.2897
R3 1.2961 1.2941 1.2883
R2 1.2910 1.2910 1.2878
R1 1.2890 1.2890 1.2874 1.2900
PP 1.2859 1.2859 1.2859 1.2865
S1 1.2839 1.2839 1.2864 1.2849
S2 1.2808 1.2808 1.2860
S3 1.2757 1.2788 1.2855
S4 1.2706 1.2737 1.2841
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3463 1.3386 1.2990
R3 1.3243 1.3166 1.2930
R2 1.3023 1.3023 1.2909
R1 1.2946 1.2946 1.2889 1.2985
PP 1.2803 1.2803 1.2803 1.2822
S1 1.2726 1.2726 1.2849 1.2765
S2 1.2583 1.2583 1.2829
S3 1.2363 1.2506 1.2809
S4 1.2143 1.2286 1.2748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2880 1.2660 0.0220 1.7% 0.0014 0.1% 95% True False 9
10 1.2880 1.2642 0.0238 1.8% 0.0019 0.1% 95% True False 8
20 1.3265 1.2642 0.0623 4.8% 0.0017 0.1% 36% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3097
2.618 1.3014
1.618 1.2963
1.000 1.2931
0.618 1.2912
HIGH 1.2880
0.618 1.2861
0.500 1.2855
0.382 1.2848
LOW 1.2829
0.618 1.2797
1.000 1.2778
1.618 1.2746
2.618 1.2695
4.250 1.2612
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 1.2864 1.2858
PP 1.2859 1.2847
S1 1.2855 1.2836

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

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