CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 1.3815 1.3799 -0.0016 -0.1% 1.3602
High 1.3856 1.3820 -0.0036 -0.3% 1.3753
Low 1.3760 1.3604 -0.0156 -1.1% 1.3533
Close 1.3792 1.3629 -0.0163 -1.2% 1.3609
Range 0.0096 0.0216 0.0120 125.0% 0.0220
ATR 0.0148 0.0153 0.0005 3.2% 0.0000
Volume 274,847 413,474 138,627 50.4% 1,730,046
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4332 1.4197 1.3748
R3 1.4116 1.3981 1.3688
R2 1.3900 1.3900 1.3669
R1 1.3765 1.3765 1.3649 1.3725
PP 1.3684 1.3684 1.3684 1.3664
S1 1.3549 1.3549 1.3609 1.3509
S2 1.3468 1.3468 1.3589
S3 1.3252 1.3333 1.3570
S4 1.3036 1.3117 1.3510
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4292 1.4170 1.3730
R3 1.4072 1.3950 1.3670
R2 1.3852 1.3852 1.3649
R1 1.3730 1.3730 1.3629 1.3791
PP 1.3632 1.3632 1.3632 1.3662
S1 1.3510 1.3510 1.3589 1.3571
S2 1.3412 1.3412 1.3569
S3 1.3192 1.3290 1.3549
S4 1.2972 1.3070 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3856 1.3564 0.0292 2.1% 0.0160 1.2% 22% False False 349,805
10 1.3856 1.3442 0.0414 3.0% 0.0146 1.1% 45% False False 343,276
20 1.3856 1.2870 0.0986 7.2% 0.0154 1.1% 77% False False 346,307
40 1.3856 1.2870 0.0986 7.2% 0.0148 1.1% 77% False False 285,087
60 1.3950 1.2870 0.1080 7.9% 0.0159 1.2% 70% False False 192,328
80 1.4250 1.2870 0.1380 10.1% 0.0162 1.2% 55% False False 144,386
100 1.4250 1.2825 0.1425 10.5% 0.0158 1.2% 56% False False 115,599
120 1.4250 1.2642 0.1608 11.8% 0.0137 1.0% 61% False False 96,337
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 0.0034
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.4738
2.618 1.4385
1.618 1.4169
1.000 1.4036
0.618 1.3953
HIGH 1.3820
0.618 1.3737
0.500 1.3712
0.382 1.3687
LOW 1.3604
0.618 1.3471
1.000 1.3388
1.618 1.3255
2.618 1.3039
4.250 1.2686
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 1.3712 1.3730
PP 1.3684 1.3696
S1 1.3657 1.3663

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

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