CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 1.3838 1.3931 0.0093 0.7% 1.3750
High 1.3920 1.3931 0.0011 0.1% 1.3931
Low 1.3838 1.3898 0.0060 0.4% 1.3724
Close 1.3901 1.3929 0.0028 0.2% 1.3929
Range 0.0082 0.0033 -0.0049 -59.8% 0.0207
ATR 0.0077 0.0074 -0.0003 -4.1% 0.0000
Volume 3 184 181 6,033.3% 207
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4018 1.4007 1.3947
R3 1.3985 1.3974 1.3938
R2 1.3952 1.3952 1.3935
R1 1.3941 1.3941 1.3932 1.3930
PP 1.3919 1.3919 1.3919 1.3914
S1 1.3908 1.3908 1.3926 1.3897
S2 1.3886 1.3886 1.3923
S3 1.3853 1.3875 1.3920
S4 1.3820 1.3842 1.3911
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4482 1.4413 1.4043
R3 1.4275 1.4206 1.3986
R2 1.4068 1.4068 1.3967
R1 1.3999 1.3999 1.3948 1.4034
PP 1.3861 1.3861 1.3861 1.3879
S1 1.3792 1.3792 1.3910 1.3827
S2 1.3654 1.3654 1.3891
S3 1.3447 1.3585 1.3872
S4 1.3240 1.3378 1.3815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3931 1.3724 0.0207 1.5% 0.0038 0.3% 99% True False 41
10 1.3931 1.3499 0.0432 3.1% 0.0043 0.3% 100% True False 40
20 1.3931 1.3395 0.0536 3.8% 0.0041 0.3% 100% True False 24
40 1.3931 1.2838 0.1093 7.8% 0.0036 0.3% 100% True False 14
60 1.3931 1.2838 0.1093 7.8% 0.0030 0.2% 100% True False 10
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4071
2.618 1.4017
1.618 1.3984
1.000 1.3964
0.618 1.3951
HIGH 1.3931
0.618 1.3918
0.500 1.3915
0.382 1.3911
LOW 1.3898
0.618 1.3878
1.000 1.3865
1.618 1.3845
2.618 1.3812
4.250 1.3758
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.3924 1.3904
PP 1.3919 1.3878
S1 1.3915 1.3853

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

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