CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1.4050 1.4137 0.0087 0.6% 1.3829
High 1.4114 1.4137 0.0023 0.2% 1.4114
Low 1.4050 1.4137 0.0087 0.6% 1.3788
Close 1.4070 1.4137 0.0067 0.5% 1.4070
Range 0.0064 0.0000 -0.0064 -100.0% 0.0326
ATR 0.0075 0.0074 -0.0001 -0.7% 0.0000
Volume 12 25 13 108.3% 49
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4137 1.4137 1.4137
R3 1.4137 1.4137 1.4137
R2 1.4137 1.4137 1.4137
R1 1.4137 1.4137 1.4137 1.4137
PP 1.4137 1.4137 1.4137 1.4137
S1 1.4137 1.4137 1.4137 1.4137
S2 1.4137 1.4137 1.4137
S3 1.4137 1.4137 1.4137
S4 1.4137 1.4137 1.4137
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4969 1.4845 1.4249
R3 1.4643 1.4519 1.4160
R2 1.4317 1.4317 1.4130
R1 1.4193 1.4193 1.4100 1.4255
PP 1.3991 1.3991 1.3991 1.4022
S1 1.3867 1.3867 1.4040 1.3929
S2 1.3665 1.3665 1.4010
S3 1.3339 1.3541 1.3980
S4 1.3013 1.3215 1.3891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4137 1.3788 0.0349 2.5% 0.0028 0.2% 100% True False 14
10 1.4137 1.3705 0.0432 3.1% 0.0023 0.2% 100% True False 8
20 1.4137 1.3582 0.0555 3.9% 0.0011 0.1% 100% True False 4
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 1.4137
2.618 1.4137
1.618 1.4137
1.000 1.4137
0.618 1.4137
HIGH 1.4137
0.618 1.4137
0.500 1.4137
0.382 1.4137
LOW 1.4137
0.618 1.4137
1.000 1.4137
1.618 1.4137
2.618 1.4137
4.250 1.4137
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1.4137 1.4102
PP 1.4137 1.4066
S1 1.4137 1.4031

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

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