CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.4480 1.4527 0.0047 0.3% 1.4168
High 1.4480 1.4527 0.0047 0.3% 1.4464
Low 1.4480 1.4527 0.0047 0.3% 1.4074
Close 1.4480 1.4527 0.0047 0.3% 1.4468
Range
ATR 0.0076 0.0074 -0.0002 -2.7% 0.0000
Volume 1 1 0 0.0% 35
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4527 1.4527 1.4527
R3 1.4527 1.4527 1.4527
R2 1.4527 1.4527 1.4527
R1 1.4527 1.4527 1.4527 1.4527
PP 1.4527 1.4527 1.4527 1.4527
S1 1.4527 1.4527 1.4527 1.4527
S2 1.4527 1.4527 1.4527
S3 1.4527 1.4527 1.4527
S4 1.4527 1.4527 1.4527
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5505 1.5377 1.4683
R3 1.5115 1.4987 1.4575
R2 1.4725 1.4725 1.4540
R1 1.4597 1.4597 1.4504 1.4661
PP 1.4335 1.4335 1.4335 1.4368
S1 1.4207 1.4207 1.4432 1.4271
S2 1.3945 1.3945 1.4397
S3 1.3555 1.3817 1.4361
S4 1.3165 1.3427 1.4254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4527 1.4130 0.0397 2.7% 0.0045 0.3% 100% True False 7
10 1.4527 1.4074 0.0453 3.1% 0.0039 0.3% 100% True False 4
20 1.4527 1.3998 0.0529 3.6% 0.0020 0.1% 100% True False 3
40 1.4527 1.3691 0.0836 5.8% 0.0016 0.1% 100% True False 5
60 1.4527 1.3415 0.1112 7.7% 0.0011 0.1% 100% True 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.4527
2.618 1.4527
1.618 1.4527
1.000 1.4527
0.618 1.4527
HIGH 1.4527
0.618 1.4527
0.500 1.4527
0.382 1.4527
LOW 1.4527
0.618 1.4527
1.000 1.4527
1.618 1.4527
2.618 1.4527
4.250 1.4527
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.4527 1.4513
PP 1.4527 1.4499
S1 1.4527 1.4486

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

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