CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 1.2725 1.2650 -0.0075 -0.6% 1.2897
High 1.2725 1.2729 0.0004 0.0% 1.2897
Low 1.2700 1.2650 -0.0050 -0.4% 1.2650
Close 1.2691 1.2709 0.0018 0.1% 1.2709
Range 0.0025 0.0079 0.0054 216.0% 0.0247
ATR 0.0071 0.0071 0.0001 0.8% 0.0000
Volume 17 60 43 252.9% 302
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2933 1.2900 1.2752
R3 1.2854 1.2821 1.2731
R2 1.2775 1.2775 1.2723
R1 1.2742 1.2742 1.2716 1.2759
PP 1.2696 1.2696 1.2696 1.2704
S1 1.2663 1.2663 1.2702 1.2680
S2 1.2617 1.2617 1.2695
S3 1.2538 1.2584 1.2687
S4 1.2459 1.2505 1.2666
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.3493 1.3348 1.2845
R3 1.3246 1.3101 1.2777
R2 1.2999 1.2999 1.2754
R1 1.2854 1.2854 1.2732 1.2803
PP 1.2752 1.2752 1.2752 1.2727
S1 1.2607 1.2607 1.2686 1.2556
S2 1.2505 1.2505 1.2664
S3 1.2258 1.2360 1.2641
S4 1.2011 1.2113 1.2573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2897 1.2650 0.0247 1.9% 0.0088 0.7% 24% False True 60
10 1.2897 1.2650 0.0247 1.9% 0.0052 0.4% 24% False True 35
20 1.2897 1.2642 0.0255 2.0% 0.0029 0.2% 26% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3065
2.618 1.2936
1.618 1.2857
1.000 1.2808
0.618 1.2778
HIGH 1.2729
0.618 1.2699
0.500 1.2690
0.382 1.2680
LOW 1.2650
0.618 1.2601
1.000 1.2571
1.618 1.2522
2.618 1.2443
4.250 1.2314
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 1.2703 1.2704
PP 1.2696 1.2700
S1 1.2690 1.2695

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

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