CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 1.3410 1.3196 -0.0214 -1.6% 1.3288
High 1.3465 1.3196 -0.0269 -2.0% 1.3288
Low 1.3369 1.3196 -0.0173 -1.3% 1.3185
Close 1.3365 1.3196 -0.0169 -1.3% 1.3203
Range 0.0096 0.0000 -0.0096 -100.0% 0.0103
ATR 0.0066 0.0073 0.0007 11.2% 0.0000
Volume 1 7 6 600.0% 5
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3196 1.3196 1.3196
R3 1.3196 1.3196 1.3196
R2 1.3196 1.3196 1.3196
R1 1.3196 1.3196 1.3196 1.3196
PP 1.3196 1.3196 1.3196 1.3196
S1 1.3196 1.3196 1.3196 1.3196
S2 1.3196 1.3196 1.3196
S3 1.3196 1.3196 1.3196
S4 1.3196 1.3196 1.3196
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3534 1.3472 1.3260
R3 1.3431 1.3369 1.3231
R2 1.3328 1.3328 1.3222
R1 1.3266 1.3266 1.3212 1.3246
PP 1.3225 1.3225 1.3225 1.3215
S1 1.3163 1.3163 1.3194 1.3143
S2 1.3122 1.3122 1.3184
S3 1.3019 1.3060 1.3175
S4 1.2916 1.2957 1.3146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3465 1.3185 0.0280 2.1% 0.0019 0.1% 4% False False 2
10 1.3465 1.3185 0.0280 2.1% 0.0010 0.1% 4% False False 1
20 1.3662 1.2997 0.0665 5.0% 0.0005 0.0% 30% False False 1
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3196
2.618 1.3196
1.618 1.3196
1.000 1.3196
0.618 1.3196
HIGH 1.3196
0.618 1.3196
0.500 1.3196
0.382 1.3196
LOW 1.3196
0.618 1.3196
1.000 1.3196
1.618 1.3196
2.618 1.3196
4.250 1.3196
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 1.3196 1.3331
PP 1.3196 1.3286
S1 1.3196 1.3241

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

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