CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 1.2997 1.3113 0.0116 0.9% 1.3662
High 1.2997 1.3113 0.0116 0.9% 1.3662
Low 1.2997 1.3113 0.0116 0.9% 1.3223
Close 1.2997 1.3113 0.0116 0.9% 1.3223
Range
ATR 0.0070 0.0073 0.0003 4.8% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3113 1.3113 1.3113
R3 1.3113 1.3113 1.3113
R2 1.3113 1.3113 1.3113
R1 1.3113 1.3113 1.3113 1.3113
PP 1.3113 1.3113 1.3113 1.3113
S1 1.3113 1.3113 1.3113 1.3113
S2 1.3113 1.3113 1.3113
S3 1.3113 1.3113 1.3113
S4 1.3113 1.3113 1.3113
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.4686 1.4394 1.3464
R3 1.4247 1.3955 1.3344
R2 1.3808 1.3808 1.3303
R1 1.3516 1.3516 1.3263 1.3443
PP 1.3369 1.3369 1.3369 1.3333
S1 1.3077 1.3077 1.3183 1.3004
S2 1.2930 1.2930 1.3143
S3 1.2491 1.2638 1.3102
S4 1.2052 1.2199 1.2982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3278 1.2997 0.0281 2.1% 0.0000 0.0% 41% False False 1
10 1.3662 1.2997 0.0665 5.1% 0.0000 0.0% 17% False False 1
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 1.3113
2.618 1.3113
1.618 1.3113
1.000 1.3113
0.618 1.3113
HIGH 1.3113
0.618 1.3113
0.500 1.3113
0.382 1.3113
LOW 1.3113
0.618 1.3113
1.000 1.3113
1.618 1.3113
2.618 1.3113
4.250 1.3113
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 1.3113 1.3094
PP 1.3113 1.3074
S1 1.3113 1.3055

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

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