CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 1.3528 1.3415 -0.0113 -0.8% 1.3475
High 1.3528 1.3435 -0.0093 -0.7% 1.3671
Low 1.3475 1.3395 -0.0080 -0.6% 1.3475
Close 1.3495 1.3439 -0.0056 -0.4% 1.3495
Range 0.0053 0.0040 -0.0013 -24.5% 0.0196
ATR 0.0083 0.0084 0.0001 1.5% 0.0000
Volume 11 8 -3 -27.3% 19
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3543 1.3531 1.3461
R3 1.3503 1.3491 1.3450
R2 1.3463 1.3463 1.3446
R1 1.3451 1.3451 1.3443 1.3457
PP 1.3423 1.3423 1.3423 1.3426
S1 1.3411 1.3411 1.3435 1.3417
S2 1.3383 1.3383 1.3432
S3 1.3343 1.3371 1.3428
S4 1.3303 1.3331 1.3417
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 1.3395 0.0276 2.1% 0.0039 0.3% 16% False True 5
10 1.3812 1.3395 0.0417 3.1% 0.0052 0.4% 11% False True 5
20 1.3812 1.3236 0.0576 4.3% 0.0033 0.2% 35% False False 4
40 1.3812 1.2838 0.0974 7.2% 0.0031 0.2% 62% False False 3
60 1.3812 1.2838 0.0974 7.2% 0.0022 0.2% 62% 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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3605
2.618 1.3540
1.618 1.3500
1.000 1.3475
0.618 1.3460
HIGH 1.3435
0.618 1.3420
0.500 1.3415
0.382 1.3410
LOW 1.3395
0.618 1.3370
1.000 1.3355
1.618 1.3330
2.618 1.3290
4.250 1.3225
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1.3431 1.3503
PP 1.3423 1.3481
S1 1.3415 1.3460

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

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