CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 1.2792 1.2808 0.0016 0.1% 1.2642
High 1.2792 1.2808 0.0016 0.1% 1.2760
Low 1.2792 1.2808 0.0016 0.1% 1.2642
Close 1.2792 1.2808 0.0016 0.1% 1.2726
Range
ATR 0.0067 0.0063 -0.0004 -5.4% 0.0000
Volume 16 1 -15 -93.8% 43
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.2808 1.2808 1.2808
R3 1.2808 1.2808 1.2808
R2 1.2808 1.2808 1.2808
R1 1.2808 1.2808 1.2808 1.2808
PP 1.2808 1.2808 1.2808 1.2808
S1 1.2808 1.2808 1.2808 1.2808
S2 1.2808 1.2808 1.2808
S3 1.2808 1.2808 1.2808
S4 1.2808 1.2808 1.2808
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.3063 1.3013 1.2791
R3 1.2945 1.2895 1.2758
R2 1.2827 1.2827 1.2748
R1 1.2777 1.2777 1.2737 1.2802
PP 1.2709 1.2709 1.2709 1.2722
S1 1.2659 1.2659 1.2715 1.2684
S2 1.2591 1.2591 1.2704
S3 1.2473 1.2541 1.2694
S4 1.2355 1.2423 1.2661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2808 1.2660 0.0148 1.2% 0.0016 0.1% 100% True False 9
10 1.2808 1.2642 0.0166 1.3% 0.0015 0.1% 100% True False 11
20 1.3285 1.2642 0.0643 5.0% 0.0015 0.1% 26% False False 11
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2808
2.618 1.2808
1.618 1.2808
1.000 1.2808
0.618 1.2808
HIGH 1.2808
0.618 1.2808
0.500 1.2808
0.382 1.2808
LOW 1.2808
0.618 1.2808
1.000 1.2808
1.618 1.2808
2.618 1.2808
4.250 1.2808
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 1.2808 1.2788
PP 1.2808 1.2767
S1 1.2808 1.2747

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

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