CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.3950 1.3842 -0.0108 -0.8% 1.3755
High 1.3950 1.3842 -0.0108 -0.8% 1.3890
Low 1.3950 1.3810 -0.0140 -1.0% 1.3691
Close 1.3872 1.3807 -0.0065 -0.5% 1.3890
Range 0.0000 0.0032 0.0032 0.0199
ATR 0.0058 0.0058 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3916 1.3893 1.3825
R3 1.3884 1.3861 1.3816
R2 1.3852 1.3852 1.3813
R1 1.3829 1.3829 1.3810 1.3825
PP 1.3820 1.3820 1.3820 1.3817
S1 1.3797 1.3797 1.3804 1.3793
S2 1.3788 1.3788 1.3801
S3 1.3756 1.3765 1.3798
S4 1.3724 1.3733 1.3789
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 1.3950 1.3805 0.0145 1.1% 0.0006 0.0% 1% False False 1
10 1.3950 1.3662 0.0288 2.1% 0.0003 0.0% 50% False False 1
20 1.3950 1.3415 0.0535 3.9% 0.0002 0.0% 73% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.3978
2.618 1.3926
1.618 1.3894
1.000 1.3874
0.618 1.3862
HIGH 1.3842
0.618 1.3830
0.500 1.3826
0.382 1.3822
LOW 1.3810
0.618 1.3790
1.000 1.3778
1.618 1.3758
2.618 1.3726
4.250 1.3674
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.3826 1.3880
PP 1.3820 1.3856
S1 1.3813 1.3831

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

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