CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 1.4324 1.4341 0.0017 0.1% 1.4152
High 1.4324 1.4341 0.0017 0.1% 1.4324
Low 1.4324 1.4331 0.0007 0.0% 1.4126
Close 1.4324 1.4317 -0.0007 0.0% 1.4324
Range 0.0000 0.0010 0.0010 0.0198
ATR 0.0059 0.0056 -0.0003 -5.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4360 1.4348 1.4323
R3 1.4350 1.4338 1.4320
R2 1.4340 1.4340 1.4319
R1 1.4328 1.4328 1.4318 1.4329
PP 1.4330 1.4330 1.4330 1.4330
S1 1.4318 1.4318 1.4316 1.4319
S2 1.4320 1.4320 1.4315
S3 1.4310 1.4308 1.4314
S4 1.4300 1.4298 1.4312
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4852 1.4786 1.4433
R3 1.4654 1.4588 1.4378
R2 1.4456 1.4456 1.4360
R1 1.4390 1.4390 1.4342 1.4423
PP 1.4258 1.4258 1.4258 1.4275
S1 1.4192 1.4192 1.4306 1.4225
S2 1.4060 1.4060 1.4288
S3 1.3862 1.3994 1.4270
S4 1.3664 1.3796 1.4215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4341 1.4126 0.0215 1.5% 0.0002 0.0% 89% True False 1
10 1.4341 1.3998 0.0343 2.4% 0.0001 0.0% 93% True False 1
20 1.4341 1.3788 0.0553 3.9% 0.0008 0.1% 96% True False 8
40 1.4341 1.3415 0.0926 6.5% 0.0006 0.0% 97% True False 4
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 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.4384
2.618 1.4367
1.618 1.4357
1.000 1.4351
0.618 1.4347
HIGH 1.4341
0.618 1.4337
0.500 1.4336
0.382 1.4335
LOW 1.4331
0.618 1.4325
1.000 1.4321
1.618 1.4315
2.618 1.4305
4.250 1.4289
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 1.4336 1.4301
PP 1.4330 1.4284
S1 1.4323 1.4268

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

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