CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.3718 1.3750 0.0032 0.2% 1.3605
High 1.3718 1.3780 0.0062 0.5% 1.3724
Low 1.3718 1.3750 0.0032 0.2% 1.3587
Close 1.3694 1.3754 0.0060 0.4% 1.3694
Range 0.0000 0.0030 0.0030 0.0137
ATR 0.0076 0.0077 0.0001 0.9% 0.0000
Volume 1 1 0 0.0% 143
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3851 1.3833 1.3771
R3 1.3821 1.3803 1.3762
R2 1.3791 1.3791 1.3760
R1 1.3773 1.3773 1.3757 1.3782
PP 1.3761 1.3761 1.3761 1.3766
S1 1.3743 1.3743 1.3751 1.3752
S2 1.3731 1.3731 1.3749
S3 1.3701 1.3713 1.3746
S4 1.3671 1.3683 1.3738
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4079 1.4024 1.3769
R3 1.3942 1.3887 1.3732
R2 1.3805 1.3805 1.3719
R1 1.3750 1.3750 1.3707 1.3778
PP 1.3668 1.3668 1.3668 1.3682
S1 1.3613 1.3613 1.3681 1.3641
S2 1.3531 1.3531 1.3669
S3 1.3394 1.3476 1.3656
S4 1.3257 1.3339 1.3619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3780 1.3587 0.0193 1.4% 0.0021 0.1% 87% True False 28
10 1.3780 1.3395 0.0385 2.8% 0.0036 0.3% 93% True False 25
20 1.3812 1.3395 0.0417 3.0% 0.0042 0.3% 86% False False 14
40 1.3812 1.2838 0.0974 7.1% 0.0035 0.3% 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 False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3908
2.618 1.3859
1.618 1.3829
1.000 1.3810
0.618 1.3799
HIGH 1.3780
0.618 1.3769
0.500 1.3765
0.382 1.3761
LOW 1.3750
0.618 1.3731
1.000 1.3720
1.618 1.3701
2.618 1.3671
4.250 1.3623
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.3765 1.3752
PP 1.3761 1.3751
S1 1.3758 1.3749

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

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