CME Euro FX (E) Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 1.3725 1.3575 -0.0150 -1.1% 1.3602
High 1.3740 1.3734 -0.0006 0.0% 1.3753
Low 1.3576 1.3564 -0.0012 -0.1% 1.3533
Close 1.3609 1.3688 0.0079 0.6% 1.3609
Range 0.0164 0.0170 0.0006 3.7% 0.0220
ATR 0.0151 0.0152 0.0001 0.9% 0.0000
Volume 366,683 331,785 -34,898 -9.5% 1,730,046
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4172 1.4100 1.3782
R3 1.4002 1.3930 1.3735
R2 1.3832 1.3832 1.3719
R1 1.3760 1.3760 1.3704 1.3796
PP 1.3662 1.3662 1.3662 1.3680
S1 1.3590 1.3590 1.3672 1.3626
S2 1.3492 1.3492 1.3657
S3 1.3322 1.3420 1.3641
S4 1.3152 1.3250 1.3595
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4292 1.4170 1.3730
R3 1.4072 1.3950 1.3670
R2 1.3852 1.3852 1.3649
R1 1.3730 1.3730 1.3629 1.3791
PP 1.3632 1.3632 1.3632 1.3662
S1 1.3510 1.3510 1.3589 1.3571
S2 1.3412 1.3412 1.3569
S3 1.3192 1.3290 1.3549
S4 1.2972 1.3070 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3753 1.3564 0.0189 1.4% 0.0134 1.0% 66% False True 353,635
10 1.3753 1.3234 0.0519 3.8% 0.0152 1.1% 87% False False 312,725
20 1.3753 1.2870 0.0883 6.5% 0.0156 1.1% 93% False False 338,468
40 1.3753 1.2870 0.0883 6.5% 0.0151 1.1% 93% False False 260,909
60 1.4250 1.2870 0.1380 10.1% 0.0161 1.2% 59% False False 174,871
80 1.4250 1.2870 0.1380 10.1% 0.0162 1.2% 59% False False 131,276
100 1.4250 1.2650 0.1600 11.7% 0.0155 1.1% 65% False False 105,095
120 1.4250 1.2642 0.1608 11.7% 0.0134 1.0% 65% False False 87,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0045
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4457
2.618 1.4179
1.618 1.4009
1.000 1.3904
0.618 1.3839
HIGH 1.3734
0.618 1.3669
0.500 1.3649
0.382 1.3629
LOW 1.3564
0.618 1.3459
1.000 1.3394
1.618 1.3289
2.618 1.3119
4.250 1.2842
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 1.3675 1.3678
PP 1.3662 1.3668
S1 1.3649 1.3659

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

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