CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 1.3653 1.3747 0.0094 0.7% 1.3525
High 1.3785 1.3819 0.0034 0.2% 1.3714
Low 1.3651 1.3701 0.0050 0.4% 1.3424
Close 1.3741 1.3805 0.0064 0.5% 1.3681
Range 0.0134 0.0118 -0.0016 -11.9% 0.0290
ATR 0.0141 0.0140 -0.0002 -1.2% 0.0000
Volume 305,486 310,611 5,125 1.7% 1,660,862
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4129 1.4085 1.3870
R3 1.4011 1.3967 1.3837
R2 1.3893 1.3893 1.3827
R1 1.3849 1.3849 1.3816 1.3871
PP 1.3775 1.3775 1.3775 1.3786
S1 1.3731 1.3731 1.3794 1.3753
S2 1.3657 1.3657 1.3783
S3 1.3539 1.3613 1.3773
S4 1.3421 1.3495 1.3740
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4476 1.4369 1.3841
R3 1.4186 1.4079 1.3761
R2 1.3896 1.3896 1.3734
R1 1.3789 1.3789 1.3708 1.3843
PP 1.3606 1.3606 1.3606 1.3633
S1 1.3499 1.3499 1.3654 1.3553
S2 1.3316 1.3316 1.3628
S3 1.3026 1.3209 1.3601
S4 1.2736 1.2919 1.3522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3819 1.3523 0.0296 2.1% 0.0140 1.0% 95% True False 252,488
10 1.3819 1.3424 0.0395 2.9% 0.0133 1.0% 96% True False 296,224
20 1.3856 1.3424 0.0432 3.1% 0.0138 1.0% 88% False False 322,043
40 1.3856 1.2870 0.0986 7.1% 0.0145 1.1% 95% False False 313,732
60 1.3856 1.2870 0.0986 7.1% 0.0148 1.1% 95% False False 263,740
80 1.4250 1.2870 0.1380 10.0% 0.0156 1.1% 68% False False 198,185
100 1.4250 1.2870 0.1380 10.0% 0.0157 1.1% 68% False False 158,658
120 1.4250 1.2650 0.1600 11.6% 0.0151 1.1% 72% False False 132,256
Crabel Price Patterns
NR True
NR4 True
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 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4321
2.618 1.4128
1.618 1.4010
1.000 1.3937
0.618 1.3892
HIGH 1.3819
0.618 1.3774
0.500 1.3760
0.382 1.3746
LOW 1.3701
0.618 1.3628
1.000 1.3583
1.618 1.3510
2.618 1.3392
4.250 1.3200
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.3790 1.3760
PP 1.3775 1.3716
S1 1.3760 1.3671

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

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