CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 1.3798 1.3829 0.0031 0.2% 1.3950
High 1.3798 1.3870 0.0072 0.5% 1.3950
Low 1.3798 1.3818 0.0020 0.1% 1.3705
Close 1.3798 1.3902 0.0104 0.8% 1.3798
Range 0.0000 0.0052 0.0052 0.0245
ATR 0.0060 0.0061 0.0001 1.4% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4019 1.4013 1.3931
R3 1.3967 1.3961 1.3916
R2 1.3915 1.3915 1.3912
R1 1.3909 1.3909 1.3907 1.3912
PP 1.3863 1.3863 1.3863 1.3865
S1 1.3857 1.3857 1.3897 1.3860
S2 1.3811 1.3811 1.3892
S3 1.3759 1.3805 1.3888
S4 1.3707 1.3753 1.3873
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 1.3870 1.3705 0.0165 1.2% 0.0017 0.1% 119% True False 1
10 1.3950 1.3691 0.0259 1.9% 0.0008 0.1% 81% False False 1
20 1.3950 1.3415 0.0535 3.8% 0.0004 0.0% 91% 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 0.0001
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.4091
2.618 1.4006
1.618 1.3954
1.000 1.3922
0.618 1.3902
HIGH 1.3870
0.618 1.3850
0.500 1.3844
0.382 1.3838
LOW 1.3818
0.618 1.3786
1.000 1.3766
1.618 1.3734
2.618 1.3682
4.250 1.3597
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 1.3883 1.3864
PP 1.3863 1.3826
S1 1.3844 1.3788

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

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