CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.3990 1.3968 -0.0022 -0.2% 1.3745
High 1.4035 1.3988 -0.0047 -0.3% 1.4007
Low 1.3954 1.3860 -0.0094 -0.7% 1.3710
Close 1.3966 1.3901 -0.0065 -0.5% 1.3985
Range 0.0081 0.0128 0.0047 58.0% 0.0297
ATR 0.0128 0.0128 0.0000 0.0% 0.0000
Volume 234,250 294,265 60,015 25.6% 1,643,118
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4300 1.4229 1.3971
R3 1.4172 1.4101 1.3936
R2 1.4044 1.4044 1.3924
R1 1.3973 1.3973 1.3913 1.3945
PP 1.3916 1.3916 1.3916 1.3902
S1 1.3845 1.3845 1.3889 1.3817
S2 1.3788 1.3788 1.3878
S3 1.3660 1.3717 1.3866
S4 1.3532 1.3589 1.3831
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4792 1.4685 1.4148
R3 1.4495 1.4388 1.4067
R2 1.4198 1.4198 1.4039
R1 1.4091 1.4091 1.4012 1.4145
PP 1.3901 1.3901 1.3901 1.3927
S1 1.3794 1.3794 1.3958 1.3848
S2 1.3604 1.3604 1.3931
S3 1.3307 1.3497 1.3903
S4 1.3010 1.3200 1.3822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4035 1.3742 0.0293 2.1% 0.0114 0.8% 54% False False 325,653
10 1.4035 1.3651 0.0384 2.8% 0.0117 0.8% 65% False False 302,515
20 1.4035 1.3424 0.0611 4.4% 0.0125 0.9% 78% False False 303,527
40 1.4035 1.2870 0.1165 8.4% 0.0139 1.0% 88% False False 320,777
60 1.4035 1.2870 0.1165 8.4% 0.0140 1.0% 88% False False 297,696
80 1.4035 1.2870 0.1165 8.4% 0.0149 1.1% 88% False False 228,217
100 1.4250 1.2870 0.1380 9.9% 0.0155 1.1% 75% False False 182,698
120 1.4250 1.2870 0.1380 9.9% 0.0152 1.1% 75% False False 152,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4532
2.618 1.4323
1.618 1.4195
1.000 1.4116
0.618 1.4067
HIGH 1.3988
0.618 1.3939
0.500 1.3924
0.382 1.3909
LOW 1.3860
0.618 1.3781
1.000 1.3732
1.618 1.3653
2.618 1.3525
4.250 1.3316
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.3924 1.3948
PP 1.3916 1.3932
S1 1.3909 1.3917

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

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