CME Euro FX (E) Future December 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	1.3925	1.4050	0.0125	0.9%	1.3829
High	1.3925	1.4114	0.0189	1.4%	1.4114
Low	1.3925	1.4050	0.0125	0.9%	1.3788
Close	1.3925	1.4070	0.0145	1.0%	1.4070
Range	0.0000	0.0064	0.0064		0.0326
ATR	0.0066	0.0075	0.0009	13.3%	0.0000
Volume	12	12	0	0.0%	49

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4270	1.4234	1.4105
R3	1.4206	1.4170	1.4088
R2	1.4142	1.4142	1.4082
R1	1.4106	1.4106	1.4076	1.4124
PP	1.4078	1.4078	1.4078	1.4087
S1	1.4042	1.4042	1.4064	1.4060
S2	1.4014	1.4014	1.4058
S3	1.3950	1.3978	1.4052
S4	1.3886	1.3914	1.4035

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4969	1.4845	1.4249
R3	1.4643	1.4519	1.4160
R2	1.4317	1.4317	1.4130
R1	1.4193	1.4193	1.4100	1.4255
PP	1.3991	1.3991	1.3991	1.4022
S1	1.3867	1.3867	1.4040	1.3929
S2	1.3665	1.3665	1.4010
S3	1.3339	1.3541	1.3980
S4	1.3013	1.3215	1.3891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4114	1.3788	0.0326	2.3%	0.0039	0.3%	87%	True	False	9
10	1.4114	1.3705	0.0409	2.9%	0.0023	0.2%	89%	True	False	5
20	1.4114	1.3582	0.0532	3.8%	0.0011	0.1%	92%	True	False	3

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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4386
2.618	1.4282
1.618	1.4218
1.000	1.4178
0.618	1.4154
HIGH	1.4114
0.618	1.4090
0.500	1.4082
0.382	1.4074
LOW	1.4050
0.618	1.4010
1.000	1.3986
1.618	1.3946
2.618	1.3882
4.250	1.3778

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	1.4082	1.4030
PP	1.4078	1.3991
S1	1.4074	1.3951

Download as Excel Spreadsheet

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

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