CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 1.3750 1.3724 -0.0026 -0.2% 1.3605
High 1.3780 1.3724 -0.0056 -0.4% 1.3724
Low 1.3750 1.3724 -0.0026 -0.2% 1.3587
Close 1.3754 1.3724 -0.0030 -0.2% 1.3694
Range 0.0030 0.0000 -0.0030 -100.0% 0.0137
ATR 0.0077 0.0074 -0.0003 -4.4% 0.0000
Volume 1 18 17 1,700.0% 143
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3724 1.3724 1.3724
R3 1.3724 1.3724 1.3724
R2 1.3724 1.3724 1.3724
R1 1.3724 1.3724 1.3724 1.3724
PP 1.3724 1.3724 1.3724 1.3724
S1 1.3724 1.3724 1.3724 1.3724
S2 1.3724 1.3724 1.3724
S3 1.3724 1.3724 1.3724
S4 1.3724 1.3724 1.3724
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4079 1.4024 1.3769
R3 1.3942 1.3887 1.3732
R2 1.3805 1.3805 1.3719
R1 1.3750 1.3750 1.3707 1.3778
PP 1.3668 1.3668 1.3668 1.3682
S1 1.3613 1.3613 1.3681 1.3641
S2 1.3531 1.3531 1.3669
S3 1.3394 1.3476 1.3656
S4 1.3257 1.3339 1.3619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3780 1.3700 0.0080 0.6% 0.0010 0.1% 30% False False 29
10 1.3780 1.3470 0.0310 2.3% 0.0032 0.2% 82% False False 26
20 1.3812 1.3395 0.0417 3.0% 0.0042 0.3% 79% False False 15
40 1.3812 1.2838 0.0974 7.1% 0.0035 0.3% 91% False False 9
60 1.3812 1.2838 0.0974 7.1% 0.0027 0.2% 91% False False 7
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3724
2.618 1.3724
1.618 1.3724
1.000 1.3724
0.618 1.3724
HIGH 1.3724
0.618 1.3724
0.500 1.3724
0.382 1.3724
LOW 1.3724
0.618 1.3724
1.000 1.3724
1.618 1.3724
2.618 1.3724
4.250 1.3724
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1.3724 1.3749
PP 1.3724 1.3741
S1 1.3724 1.3732

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

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