CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.3705 1.3798 0.0093 0.7% 1.3950
High 1.3705 1.3798 0.0093 0.7% 1.3950
Low 1.3705 1.3798 0.0093 0.7% 1.3705
Close 1.3705 1.3798 0.0093 0.7% 1.3798
Range
ATR 0.0058 0.0060 0.0003 4.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3798 1.3798 1.3798
R3 1.3798 1.3798 1.3798
R2 1.3798 1.3798 1.3798
R1 1.3798 1.3798 1.3798 1.3798
PP 1.3798 1.3798 1.3798 1.3798
S1 1.3798 1.3798 1.3798 1.3798
S2 1.3798 1.3798 1.3798
S3 1.3798 1.3798 1.3798
S4 1.3798 1.3798 1.3798
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4553 1.4420 1.3933
R3 1.4308 1.4175 1.3865
R2 1.4063 1.4063 1.3843
R1 1.3930 1.3930 1.3820 1.3874
PP 1.3818 1.3818 1.3818 1.3790
S1 1.3685 1.3685 1.3776 1.3629
S2 1.3573 1.3573 1.3753
S3 1.3328 1.3440 1.3731
S4 1.3083 1.3195 1.3663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3705 0.0245 1.8% 0.0006 0.0% 38% False False 1
10 1.3950 1.3691 0.0259 1.9% 0.0003 0.0% 41% False False 1
20 1.3950 1.3415 0.0535 3.9% 0.0002 0.0% 72% False False 1
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 1.3798
2.618 1.3798
1.618 1.3798
1.000 1.3798
0.618 1.3798
HIGH 1.3798
0.618 1.3798
0.500 1.3798
0.382 1.3798
LOW 1.3798
0.618 1.3798
1.000 1.3798
1.618 1.3798
2.618 1.3798
4.250 1.3798
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.3798 1.3785
PP 1.3798 1.3771
S1 1.3798 1.3758

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

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