CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 1.3323 1.3236 -0.0087 -0.7% 1.2890
High 1.3323 1.3236 -0.0087 -0.7% 1.3323
Low 1.3323 1.3236 -0.0087 -0.7% 1.2838
Close 1.3323 1.3348 0.0025 0.2% 1.3323
Range
ATR 0.0070 0.0071 0.0001 1.7% 0.0000
Volume 3 3 0 0.0% 26
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3273 1.3311 1.3348
R3 1.3273 1.3311 1.3348
R2 1.3273 1.3273 1.3348
R1 1.3311 1.3311 1.3348 1.3292
PP 1.3273 1.3273 1.3273 1.3264
S1 1.3311 1.3311 1.3348 1.3292
S2 1.3273 1.3273 1.3348
S3 1.3273 1.3311 1.3348
S4 1.3273 1.3311 1.3348
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4616 1.4455 1.3590
R3 1.4131 1.3970 1.3456
R2 1.3646 1.3646 1.3412
R1 1.3485 1.3485 1.3367 1.3566
PP 1.3161 1.3161 1.3161 1.3202
S1 1.3000 1.3000 1.3279 1.3081
S2 1.2676 1.2676 1.3234
S3 1.2191 1.2515 1.3190
S4 1.1706 1.2030 1.3056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3323 1.2929 0.0394 3.0% 0.0041 0.3% 106% False False 5
10 1.3347 1.2838 0.0509 3.8% 0.0032 0.2% 100% False False 3
20 1.3385 1.2838 0.0547 4.1% 0.0026 0.2% 93% False False 2
40 1.3662 1.2838 0.0824 6.2% 0.0016 0.1% 62% False False 2
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 1.3236
2.618 1.3236
1.618 1.3236
1.000 1.3236
0.618 1.3236
HIGH 1.3236
0.618 1.3236
0.500 1.3236
0.382 1.3236
LOW 1.3236
0.618 1.3236
1.000 1.3236
1.618 1.3236
2.618 1.3236
4.250 1.3236
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 1.3311 1.3311
PP 1.3273 1.3275
S1 1.3236 1.3238

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

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