CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 1.3724 1.3775 0.0051 0.4% 1.3605
High 1.3724 1.3820 0.0096 0.7% 1.3724
Low 1.3724 1.3775 0.0051 0.4% 1.3587
Close 1.3724 1.3814 0.0090 0.7% 1.3694
Range 0.0000 0.0045 0.0045 0.0137
ATR 0.0074 0.0075 0.0002 2.2% 0.0000
Volume 18 1 -17 -94.4% 143
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3938 1.3921 1.3839
R3 1.3893 1.3876 1.3826
R2 1.3848 1.3848 1.3822
R1 1.3831 1.3831 1.3818 1.3840
PP 1.3803 1.3803 1.3803 1.3807
S1 1.3786 1.3786 1.3810 1.3795
S2 1.3758 1.3758 1.3806
S3 1.3713 1.3741 1.3802
S4 1.3668 1.3696 1.3789
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 1.3820 1.3718 0.0102 0.7% 0.0015 0.1% 94% True False 5
10 1.3820 1.3470 0.0350 2.5% 0.0035 0.3% 98% True False 25
20 1.3820 1.3395 0.0425 3.1% 0.0037 0.3% 99% True False 15
40 1.3820 1.2838 0.0982 7.1% 0.0034 0.2% 99% True False 9
60 1.3820 1.2838 0.0982 7.1% 0.0028 0.2% 99% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4011
2.618 1.3938
1.618 1.3893
1.000 1.3865
0.618 1.3848
HIGH 1.3820
0.618 1.3803
0.500 1.3798
0.382 1.3792
LOW 1.3775
0.618 1.3747
1.000 1.3730
1.618 1.3702
2.618 1.3657
4.250 1.3584
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.3809 1.3800
PP 1.3803 1.3786
S1 1.3798 1.3772

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

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