CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 1.3525 1.3278 -0.0247 -1.8% 1.3532
High 1.3525 1.3278 -0.0247 -1.8% 1.3615
Low 1.3525 1.3278 -0.0247 -1.8% 1.3434
Close 1.3331 1.3278 -0.0053 -0.4% 1.3615
Range
ATR
Volume 1 1 0 0.0% 12
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.3278 1.3278 1.3278
R3 1.3278 1.3278 1.3278
R2 1.3278 1.3278 1.3278
R1 1.3278 1.3278 1.3278 1.3278
PP 1.3278 1.3278 1.3278 1.3278
S1 1.3278 1.3278 1.3278 1.3278
S2 1.3278 1.3278 1.3278
S3 1.3278 1.3278 1.3278
S4 1.3278 1.3278 1.3278
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4098 1.4037 1.3715
R3 1.3917 1.3856 1.3665
R2 1.3736 1.3736 1.3648
R1 1.3675 1.3675 1.3632 1.3706
PP 1.3555 1.3555 1.3555 1.3570
S1 1.3494 1.3494 1.3598 1.3525
S2 1.3374 1.3374 1.3582
S3 1.3193 1.3313 1.3565
S4 1.3012 1.3132 1.3515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3662 1.3278 0.0384 2.9% 0.0000 0.0% 0% False True 1
10 1.3662 1.3278 0.0384 2.9% 0.0000 0.0% 0% False True 3
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3278
2.618 1.3278
1.618 1.3278
1.000 1.3278
0.618 1.3278
HIGH 1.3278
0.618 1.3278
0.500 1.3278
0.382 1.3278
LOW 1.3278
0.618 1.3278
1.000 1.3278
1.618 1.3278
2.618 1.3278
4.250 1.3278
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 1.3278 1.3470
PP 1.3278 1.3406
S1 1.3278 1.3342

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

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