CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 1.3515 1.3628 0.0113 0.8% 1.3659
High 1.3653 1.3715 0.0062 0.5% 1.3723
Low 1.3515 1.3594 0.0079 0.6% 1.3433
Close 1.3616 1.3656 0.0040 0.3% 1.3656
Range 0.0138 0.0121 -0.0017 -12.3% 0.0290
ATR 0.0168 0.0164 -0.0003 -2.0% 0.0000
Volume 814 1,176 362 44.5% 8,804
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4018 1.3958 1.3723
R3 1.3897 1.3837 1.3689
R2 1.3776 1.3776 1.3678
R1 1.3716 1.3716 1.3667 1.3746
PP 1.3655 1.3655 1.3655 1.3670
S1 1.3595 1.3595 1.3645 1.3625
S2 1.3534 1.3534 1.3634
S3 1.3413 1.3474 1.3623
S4 1.3292 1.3353 1.3589
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4474 1.4355 1.3816
R3 1.4184 1.4065 1.3736
R2 1.3894 1.3894 1.3709
R1 1.3775 1.3775 1.3683 1.3690
PP 1.3604 1.3604 1.3604 1.3561
S1 1.3485 1.3485 1.3629 1.3400
S2 1.3314 1.3314 1.3603
S3 1.3024 1.3195 1.3576
S4 1.2734 1.2905 1.3497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3723 1.3433 0.0290 2.1% 0.0148 1.1% 77% False False 1,760
10 1.4055 1.3433 0.0622 4.6% 0.0168 1.2% 36% False False 1,384
20 1.4250 1.3433 0.0817 6.0% 0.0166 1.2% 27% False False 990
40 1.4250 1.3374 0.0876 6.4% 0.0162 1.2% 32% False False 788
60 1.4250 1.2650 0.1600 11.7% 0.0139 1.0% 63% False False 559
80 1.4250 1.2642 0.1608 11.8% 0.0108 0.8% 63% False False 421
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 0.0048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4229
2.618 1.4032
1.618 1.3911
1.000 1.3836
0.618 1.3790
HIGH 1.3715
0.618 1.3669
0.500 1.3655
0.382 1.3640
LOW 1.3594
0.618 1.3519
1.000 1.3473
1.618 1.3398
2.618 1.3277
4.250 1.3080
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 1.3656 1.3630
PP 1.3655 1.3605
S1 1.3655 1.3579

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

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