CME Euro FX (E) Future March 2011


Show Legacy Chart
Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 1.3774 1.3863 0.0089 0.6% 1.3687
High 1.3890 1.3975 0.0085 0.6% 1.3837
Low 1.3742 1.3831 0.0089 0.6% 1.3523
Close 1.3860 1.3956 0.0096 0.7% 1.3741
Range 0.0148 0.0144 -0.0004 -2.7% 0.0314
ATR 0.0136 0.0137 0.0001 0.4% 0.0000
Volume 335,102 430,364 95,262 28.4% 853,525
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4353 1.4298 1.4035
R3 1.4209 1.4154 1.3996
R2 1.4065 1.4065 1.3982
R1 1.4010 1.4010 1.3969 1.4038
PP 1.3921 1.3921 1.3921 1.3934
S1 1.3866 1.3866 1.3943 1.3894
S2 1.3777 1.3777 1.3930
S3 1.3633 1.3722 1.3916
S4 1.3489 1.3578 1.3877
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 1.3975 1.3710 0.0265 1.9% 0.0129 0.9% 93% True False 309,251
10 1.3975 1.3523 0.0452 3.2% 0.0134 1.0% 96% True False 280,870
20 1.3975 1.3424 0.0551 3.9% 0.0135 1.0% 97% True False 313,512
40 1.3975 1.2870 0.1105 7.9% 0.0144 1.0% 98% True False 328,482
60 1.3975 1.2870 0.1105 7.9% 0.0142 1.0% 98% True False 288,487
80 1.4055 1.2870 0.1185 8.5% 0.0153 1.1% 92% False False 217,468
100 1.4250 1.2870 0.1380 9.9% 0.0156 1.1% 79% False False 174,082
120 1.4250 1.2781 0.1469 10.5% 0.0153 1.1% 80% False False 145,139
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4587
2.618 1.4352
1.618 1.4208
1.000 1.4119
0.618 1.4064
HIGH 1.3975
0.618 1.3920
0.500 1.3903
0.382 1.3886
LOW 1.3831
0.618 1.3742
1.000 1.3687
1.618 1.3598
2.618 1.3454
4.250 1.3219
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 1.3938 1.3924
PP 1.3921 1.3891
S1 1.3903 1.3859

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.