CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.4380 1.4336 -0.0044 -0.3% 1.4152
High 1.4386 1.4379 -0.0007 0.0% 1.4324
Low 1.4361 1.4336 -0.0025 -0.2% 1.4126
Close 1.4330 1.4381 0.0051 0.4% 1.4324
Range 0.0025 0.0043 0.0018 72.0% 0.0198
ATR 0.0054 0.0054 0.0000 -0.7% 0.0000
Volume 2 4 2 100.0% 5
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4494 1.4481 1.4405
R3 1.4451 1.4438 1.4393
R2 1.4408 1.4408 1.4389
R1 1.4395 1.4395 1.4385 1.4402
PP 1.4365 1.4365 1.4365 1.4369
S1 1.4352 1.4352 1.4377 1.4359
S2 1.4322 1.4322 1.4373
S3 1.4279 1.4309 1.4369
S4 1.4236 1.4266 1.4357
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 1.4386 1.4324 0.0062 0.4% 0.0016 0.1% 92% False False 2
10 1.4386 1.4126 0.0260 1.8% 0.0008 0.1% 98% False False 1
20 1.4386 1.3990 0.0396 2.8% 0.0007 0.0% 99% False False 6
40 1.4386 1.3536 0.0850 5.9% 0.0008 0.1% 99% False 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 0.0001
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.4562
2.618 1.4492
1.618 1.4449
1.000 1.4422
0.618 1.4406
HIGH 1.4379
0.618 1.4363
0.500 1.4358
0.382 1.4352
LOW 1.4336
0.618 1.4309
1.000 1.4293
1.618 1.4266
2.618 1.4223
4.250 1.4153
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.4373 1.4374
PP 1.4365 1.4368
S1 1.4358 1.4361

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

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