CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 1.4300 1.4168 -0.0132 -0.9% 1.4341
High 1.4300 1.4168 -0.0132 -0.9% 1.4386
Low 1.4300 1.4074 -0.0226 -1.6% 1.4300
Close 1.4326 1.4129 -0.0197 -1.4% 1.4326
Range 0.0000 0.0094 0.0094 0.0086
ATR 0.0056 0.0070 0.0014 25.2% 0.0000
Volume 4 1 -3 -75.0% 13
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4406 1.4361 1.4181
R3 1.4312 1.4267 1.4155
R2 1.4218 1.4218 1.4146
R1 1.4173 1.4173 1.4138 1.4149
PP 1.4124 1.4124 1.4124 1.4111
S1 1.4079 1.4079 1.4120 1.4055
S2 1.4030 1.4030 1.4112
S3 1.3936 1.3985 1.4103
S4 1.3842 1.3891 1.4077
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4595 1.4547 1.4373
R3 1.4509 1.4461 1.4350
R2 1.4423 1.4423 1.4342
R1 1.4375 1.4375 1.4334 1.4356
PP 1.4337 1.4337 1.4337 1.4328
S1 1.4289 1.4289 1.4318 1.4270
S2 1.4251 1.4251 1.4310
S3 1.4165 1.4203 1.4302
S4 1.4079 1.4117 1.4279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4386 1.4074 0.0312 2.2% 0.0032 0.2% 18% False True 2
10 1.4386 1.4074 0.0312 2.2% 0.0017 0.1% 18% False True 1
20 1.4386 1.3990 0.0396 2.8% 0.0009 0.1% 35% False False 5
40 1.4386 1.3582 0.0804 5.7% 0.0010 0.1% 68% 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 59 trading days
Fibonacci Retracements and Extensions
4.250 1.4568
2.618 1.4414
1.618 1.4320
1.000 1.4262
0.618 1.4226
HIGH 1.4168
0.618 1.4132
0.500 1.4121
0.382 1.4110
LOW 1.4074
0.618 1.4016
1.000 1.3980
1.618 1.3922
2.618 1.3828
4.250 1.3675
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 1.4126 1.4227
PP 1.4124 1.4194
S1 1.4121 1.4162

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

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