CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.4137 1.4115 -0.0022 -0.2% 1.3829
High 1.4137 1.4115 -0.0022 -0.2% 1.4114
Low 1.4137 1.4115 -0.0022 -0.2% 1.3788
Close 1.4137 1.4115 -0.0022 -0.2% 1.4070
Range
ATR 0.0074 0.0070 -0.0004 -5.0% 0.0000
Volume 25 25 0 0.0% 49
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4115 1.4115 1.4115
R3 1.4115 1.4115 1.4115
R2 1.4115 1.4115 1.4115
R1 1.4115 1.4115 1.4115 1.4115
PP 1.4115 1.4115 1.4115 1.4115
S1 1.4115 1.4115 1.4115 1.4115
S2 1.4115 1.4115 1.4115
S3 1.4115 1.4115 1.4115
S4 1.4115 1.4115 1.4115
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% 94% False False 15
10 1.4137 1.3705 0.0432 3.1% 0.0019 0.1% 95% False False 10
20 1.4137 1.3662 0.0475 3.4% 0.0011 0.1% 95% False False 5
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.4115
2.618 1.4115
1.618 1.4115
1.000 1.4115
0.618 1.4115
HIGH 1.4115
0.618 1.4115
0.500 1.4115
0.382 1.4115
LOW 1.4115
0.618 1.4115
1.000 1.4115
1.618 1.4115
2.618 1.4115
4.250 1.4115
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.4115 1.4108
PP 1.4115 1.4101
S1 1.4115 1.4094

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

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