CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 1.3020 1.3153 0.0133 1.0% 1.3240
High 1.3119 1.3236 0.0117 0.9% 1.3347
Low 1.3020 1.3153 0.0133 1.0% 1.2950
Close 1.3107 1.3315 0.0208 1.6% 1.2913
Range 0.0099 0.0083 -0.0016 -16.2% 0.0397
ATR 0.0071 0.0075 0.0004 5.9% 0.0000
Volume 2 14 12 600.0% 11
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3484 1.3482 1.3361
R3 1.3401 1.3399 1.3338
R2 1.3318 1.3318 1.3330
R1 1.3316 1.3316 1.3323 1.3317
PP 1.3235 1.3235 1.3235 1.3235
S1 1.3233 1.3233 1.3307 1.3234
S2 1.3152 1.3152 1.3300
S3 1.3069 1.3150 1.3292
S4 1.2986 1.3067 1.3269
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4261 1.3984 1.3131
R3 1.3864 1.3587 1.3022
R2 1.3467 1.3467 1.2986
R1 1.3190 1.3190 1.2949 1.3130
PP 1.3070 1.3070 1.3070 1.3040
S1 1.2793 1.2793 1.2877 1.2733
S2 1.2673 1.2673 1.2840
S3 1.2276 1.2396 1.2804
S4 1.1879 1.1999 1.2695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3236 1.2838 0.0398 3.0% 0.0059 0.4% 120% True False 5
10 1.3385 1.2838 0.0547 4.1% 0.0042 0.3% 87% False False 3
20 1.3385 1.2838 0.0547 4.1% 0.0028 0.2% 87% False False 3
40 1.3662 1.2838 0.0824 6.2% 0.0016 0.1% 58% False False 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3589
2.618 1.3453
1.618 1.3370
1.000 1.3319
0.618 1.3287
HIGH 1.3236
0.618 1.3204
0.500 1.3195
0.382 1.3185
LOW 1.3153
0.618 1.3102
1.000 1.3070
1.618 1.3019
2.618 1.2936
4.250 1.2800
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 1.3275 1.3238
PP 1.3235 1.3160
S1 1.3195 1.3083

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

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