CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1.3865 1.3925 0.0060 0.4% 1.3950
High 1.3865 1.3925 0.0060 0.4% 1.3950
Low 1.3788 1.3925 0.0137 1.0% 1.3705
Close 1.3824 1.3925 0.0101 0.7% 1.3798
Range 0.0077 0.0000 -0.0077 -100.0% 0.0245
ATR 0.0063 0.0066 0.0003 4.3% 0.0000
Volume 3 12 9 300.0% 8
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3925 1.3925 1.3925
R3 1.3925 1.3925 1.3925
R2 1.3925 1.3925 1.3925
R1 1.3925 1.3925 1.3925 1.3925
PP 1.3925 1.3925 1.3925 1.3925
S1 1.3925 1.3925 1.3925 1.3925
S2 1.3925 1.3925 1.3925
S3 1.3925 1.3925 1.3925
S4 1.3925 1.3925 1.3925
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 1.3925 1.3788 0.0137 1.0% 0.0026 0.2% 100% True False 7
10 1.3950 1.3705 0.0245 1.8% 0.0016 0.1% 90% False False 4
20 1.3950 1.3536 0.0414 3.0% 0.0008 0.1% 94% False False 2
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3925
2.618 1.3925
1.618 1.3925
1.000 1.3925
0.618 1.3925
HIGH 1.3925
0.618 1.3925
0.500 1.3925
0.382 1.3925
LOW 1.3925
0.618 1.3925
1.000 1.3925
1.618 1.3925
2.618 1.3925
4.250 1.3925
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 1.3925 1.3902
PP 1.3925 1.3879
S1 1.3925 1.3857

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

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