CME Euro FX (E) Future December 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 1.3854 1.3890 0.0036 0.3% 1.3755
High 1.3854 1.3890 0.0036 0.3% 1.3890
Low 1.3854 1.3890 0.0036 0.3% 1.3691
Close 1.3861 1.3890 0.0029 0.2% 1.3890
Range
ATR 0.0060 0.0058 -0.0002 -3.7% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3890 1.3890 1.3890
R3 1.3890 1.3890 1.3890
R2 1.3890 1.3890 1.3890
R1 1.3890 1.3890 1.3890 1.3890
PP 1.3890 1.3890 1.3890 1.3890
S1 1.3890 1.3890 1.3890 1.3890
S2 1.3890 1.3890 1.3890
S3 1.3890 1.3890 1.3890
S4 1.3890 1.3890 1.3890
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4421 1.4354 1.3999
R3 1.4222 1.4155 1.3945
R2 1.4023 1.4023 1.3926
R1 1.3956 1.3956 1.3908 1.3990
PP 1.3824 1.3824 1.3824 1.3840
S1 1.3757 1.3757 1.3872 1.3791
S2 1.3625 1.3625 1.3854
S3 1.3426 1.3558 1.3835
S4 1.3227 1.3359 1.3781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3890 1.3691 0.0199 1.4% 0.0000 0.0% 100% True False 1
10 1.3890 1.3582 0.0308 2.2% 0.0000 0.0% 100% True False 1
20 1.3890 1.3415 0.0475 3.4% 0.0000 0.0% 100% 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 1.3890
2.618 1.3890
1.618 1.3890
1.000 1.3890
0.618 1.3890
HIGH 1.3890
0.618 1.3890
0.500 1.3890
0.382 1.3890
LOW 1.3890
0.618 1.3890
1.000 1.3890
1.618 1.3890
2.618 1.3890
4.250 1.3890
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 1.3890 1.3876
PP 1.3890 1.3862
S1 1.3890 1.3848

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

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