CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 1.3600 1.3528 -0.0072 -0.5% 1.3475
High 1.3610 1.3528 -0.0082 -0.6% 1.3671
Low 1.3528 1.3475 -0.0053 -0.4% 1.3475
Close 1.3545 1.3495 -0.0050 -0.4% 1.3495
Range 0.0082 0.0053 -0.0029 -35.4% 0.0196
ATR 0.0084 0.0083 -0.0001 -1.2% 0.0000
Volume 4 11 7 175.0% 19
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3658 1.3630 1.3524
R3 1.3605 1.3577 1.3510
R2 1.3552 1.3552 1.3505
R1 1.3524 1.3524 1.3500 1.3512
PP 1.3499 1.3499 1.3499 1.3493
S1 1.3471 1.3471 1.3490 1.3459
S2 1.3446 1.3446 1.3485
S3 1.3393 1.3418 1.3480
S4 1.3340 1.3365 1.3466
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4135 1.4011 1.3603
R3 1.3939 1.3815 1.3549
R2 1.3743 1.3743 1.3531
R1 1.3619 1.3619 1.3513 1.3681
PP 1.3547 1.3547 1.3547 1.3578
S1 1.3423 1.3423 1.3477 1.3485
S2 1.3351 1.3351 1.3459
S3 1.3155 1.3227 1.3441
S4 1.2959 1.3031 1.3387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3671 1.3475 0.0196 1.5% 0.0031 0.2% 10% False True 3
10 1.3812 1.3475 0.0337 2.5% 0.0048 0.4% 6% False True 4
20 1.3812 1.3236 0.0576 4.3% 0.0031 0.2% 45% False False 4
40 1.3812 1.2838 0.0974 7.2% 0.0030 0.2% 67% False False 3
60 1.3812 1.2838 0.0974 7.2% 0.0021 0.2% 67% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3753
2.618 1.3667
1.618 1.3614
1.000 1.3581
0.618 1.3561
HIGH 1.3528
0.618 1.3508
0.500 1.3502
0.382 1.3495
LOW 1.3475
0.618 1.3442
1.000 1.3422
1.618 1.3389
2.618 1.3336
4.250 1.3250
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 1.3502 1.3573
PP 1.3499 1.3547
S1 1.3497 1.3521

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

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