CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 1.3499 1.3605 0.0106 0.8% 1.3415
High 1.3670 1.3638 -0.0032 -0.2% 1.3670
Low 1.3499 1.3587 0.0088 0.7% 1.3395
Close 1.3639 1.3612 -0.0027 -0.2% 1.3639
Range 0.0171 0.0051 -0.0120 -70.2% 0.0275
ATR 0.0083 0.0081 -0.0002 -2.7% 0.0000
Volume 50 17 -33 -66.0% 106
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3765 1.3740 1.3640
R3 1.3714 1.3689 1.3626
R2 1.3663 1.3663 1.3621
R1 1.3638 1.3638 1.3617 1.3651
PP 1.3612 1.3612 1.3612 1.3619
S1 1.3587 1.3587 1.3607 1.3600
S2 1.3561 1.3561 1.3603
S3 1.3510 1.3536 1.3598
S4 1.3459 1.3485 1.3584
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4393 1.4291 1.3790
R3 1.4118 1.4016 1.3715
R2 1.3843 1.3843 1.3689
R1 1.3741 1.3741 1.3664 1.3792
PP 1.3568 1.3568 1.3568 1.3594
S1 1.3466 1.3466 1.3614 1.3517
S2 1.3293 1.3293 1.3589
S3 1.3018 1.3191 1.3563
S4 1.2743 1.2916 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3670 1.3470 0.0200 1.5% 0.0054 0.4% 71% False False 23
10 1.3671 1.3395 0.0276 2.0% 0.0046 0.3% 79% False False 14
20 1.3812 1.3395 0.0417 3.1% 0.0043 0.3% 52% False False 9
40 1.3812 1.2838 0.0974 7.2% 0.0036 0.3% 79% False False 6
60 1.3812 1.2838 0.0974 7.2% 0.0026 0.2% 79% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3855
2.618 1.3772
1.618 1.3721
1.000 1.3689
0.618 1.3670
HIGH 1.3638
0.618 1.3619
0.500 1.3613
0.382 1.3606
LOW 1.3587
0.618 1.3555
1.000 1.3536
1.618 1.3504
2.618 1.3453
4.250 1.3370
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 1.3613 1.3603
PP 1.3612 1.3594
S1 1.3612 1.3585

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

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