CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.3803 1.3774 -0.0029 -0.2% 1.3687
High 1.3853 1.3890 0.0037 0.3% 1.3837
Low 1.3761 1.3742 -0.0019 -0.1% 1.3523
Close 1.3770 1.3860 0.0090 0.7% 1.3741
Range 0.0092 0.0148 0.0056 60.9% 0.0314
ATR 0.0135 0.0136 0.0001 0.7% 0.0000
Volume 275,704 335,102 59,398 21.5% 853,525
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4275 1.4215 1.3941
R3 1.4127 1.4067 1.3901
R2 1.3979 1.3979 1.3887
R1 1.3919 1.3919 1.3874 1.3949
PP 1.3831 1.3831 1.3831 1.3846
S1 1.3771 1.3771 1.3846 1.3801
S2 1.3683 1.3683 1.3833
S3 1.3535 1.3623 1.3819
S4 1.3387 1.3475 1.3779
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4642 1.4506 1.3914
R3 1.4328 1.4192 1.3827
R2 1.4014 1.4014 1.3799
R1 1.3878 1.3878 1.3770 1.3946
PP 1.3700 1.3700 1.3700 1.3735
S1 1.3564 1.3564 1.3712 1.3632
S2 1.3386 1.3386 1.3683
S3 1.3072 1.3250 1.3655
S4 1.2758 1.2936 1.3568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3890 1.3701 0.0189 1.4% 0.0124 0.9% 84% True False 285,301
10 1.3890 1.3458 0.0432 3.1% 0.0133 1.0% 93% True False 279,087
20 1.3890 1.3424 0.0466 3.4% 0.0132 1.0% 94% True False 305,736
40 1.3890 1.2870 0.1020 7.4% 0.0144 1.0% 97% True False 325,462
60 1.3890 1.2870 0.1020 7.4% 0.0143 1.0% 97% True False 281,721
80 1.4222 1.2870 0.1352 9.8% 0.0154 1.1% 73% False False 212,100
100 1.4250 1.2870 0.1380 10.0% 0.0156 1.1% 72% False False 169,787
120 1.4250 1.2650 0.1600 11.5% 0.0152 1.1% 76% False False 141,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4519
2.618 1.4277
1.618 1.4129
1.000 1.4038
0.618 1.3981
HIGH 1.3890
0.618 1.3833
0.500 1.3816
0.382 1.3799
LOW 1.3742
0.618 1.3651
1.000 1.3594
1.618 1.3503
2.618 1.3355
4.250 1.3113
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.3845 1.3840
PP 1.3831 1.3820
S1 1.3816 1.3800

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

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