CME Euro FX (E) Future December 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 1.3691 1.3805 0.0114 0.8% 1.3582
High 1.3691 1.3805 0.0114 0.8% 1.3710
Low 1.3691 1.3805 0.0114 0.8% 1.3582
Close 1.3691 1.3781 0.0090 0.7% 1.3663
Range
ATR 0.0055 0.0059 0.0004 7.7% 0.0000
Volume 2 2 0 0.0% 4
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3797 1.3789 1.3781
R3 1.3797 1.3789 1.3781
R2 1.3797 1.3797 1.3781
R1 1.3789 1.3789 1.3781 1.3793
PP 1.3797 1.3797 1.3797 1.3799
S1 1.3789 1.3789 1.3781 1.3793
S2 1.3797 1.3797 1.3781
S3 1.3797 1.3789 1.3781
S4 1.3797 1.3789 1.3781
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 1.3805 1.3663 0.0142 1.0% 0.0000 0.0% 83% True False 1
10 1.3805 1.3455 0.0350 2.5% 0.0000 0.0% 93% True False 1
20 1.3805 1.3415 0.0390 2.8% 0.0001 0.0% 94% True False 2
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 1.3805
2.618 1.3805
1.618 1.3805
1.000 1.3805
0.618 1.3805
HIGH 1.3805
0.618 1.3805
0.500 1.3805
0.382 1.3805
LOW 1.3805
0.618 1.3805
1.000 1.3805
1.618 1.3805
2.618 1.3805
4.250 1.3805
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 1.3805 1.3770
PP 1.3797 1.3759
S1 1.3789 1.3748

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

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