CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 1.3710 1.3663 -0.0047 -0.3% 1.3582
High 1.3710 1.3663 -0.0047 -0.3% 1.3710
Low 1.3710 1.3663 -0.0047 -0.3% 1.3582
Close 1.3725 1.3663 -0.0062 -0.5% 1.3663
Range
ATR 0.0053 0.0054 0.0001 1.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3663 1.3663 1.3663
R3 1.3663 1.3663 1.3663
R2 1.3663 1.3663 1.3663
R1 1.3663 1.3663 1.3663 1.3663
PP 1.3663 1.3663 1.3663 1.3663
S1 1.3663 1.3663 1.3663 1.3663
S2 1.3663 1.3663 1.3663
S3 1.3663 1.3663 1.3663
S4 1.3663 1.3663 1.3663
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4036 1.3977 1.3733
R3 1.3908 1.3849 1.3698
R2 1.3780 1.3780 1.3686
R1 1.3721 1.3721 1.3675 1.3751
PP 1.3652 1.3652 1.3652 1.3666
S1 1.3593 1.3593 1.3651 1.3623
S2 1.3524 1.3524 1.3640
S3 1.3396 1.3465 1.3628
S4 1.3268 1.3337 1.3593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3710 1.3582 0.0128 0.9% 0.0000 0.0% 63% False False 1
10 1.3710 1.3415 0.0295 2.2% 0.0000 0.0% 84% False False 1
20 1.3750 1.3415 0.0335 2.5% 0.0005 0.0% 74% False False 4
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3663
2.618 1.3663
1.618 1.3663
1.000 1.3663
0.618 1.3663
HIGH 1.3663
0.618 1.3663
0.500 1.3663
0.382 1.3663
LOW 1.3663
0.618 1.3663
1.000 1.3663
1.618 1.3663
2.618 1.3663
4.250 1.3663
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 1.3663 1.3686
PP 1.3663 1.3678
S1 1.3663 1.3671

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

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