CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 1.3700 1.3724 0.0024 0.2% 1.3415
High 1.3722 1.3724 0.0002 0.0% 1.3670
Low 1.3700 1.3724 0.0024 0.2% 1.3395
Close 1.3693 1.3757 0.0064 0.5% 1.3639
Range 0.0022 0.0000 -0.0022 -100.0% 0.0275
ATR 0.0083 0.0079 -0.0004 -4.5% 0.0000
Volume 120 5 -115 -95.8% 106
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3735 1.3746 1.3757
R3 1.3735 1.3746 1.3757
R2 1.3735 1.3735 1.3757
R1 1.3746 1.3746 1.3757 1.3741
PP 1.3735 1.3735 1.3735 1.3732
S1 1.3746 1.3746 1.3757 1.3741
S2 1.3735 1.3735 1.3757
S3 1.3735 1.3746 1.3757
S4 1.3735 1.3746 1.3757
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 1.3724 1.3499 0.0225 1.6% 0.0054 0.4% 115% True False 43
10 1.3724 1.3395 0.0329 2.4% 0.0047 0.3% 110% True False 26
20 1.3812 1.3395 0.0417 3.0% 0.0043 0.3% 87% False False 15
40 1.3812 1.2838 0.0974 7.1% 0.0034 0.2% 94% False False 9
60 1.3812 1.2838 0.0974 7.1% 0.0027 0.2% 94% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3724
2.618 1.3724
1.618 1.3724
1.000 1.3724
0.618 1.3724
HIGH 1.3724
0.618 1.3724
0.500 1.3724
0.382 1.3724
LOW 1.3724
0.618 1.3724
1.000 1.3724
1.618 1.3724
2.618 1.3724
4.250 1.3724
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.3746 1.3723
PP 1.3735 1.3689
S1 1.3724 1.3656

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

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