CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 1.3113 1.3207 0.0094 0.7% 1.3662
High 1.3113 1.3207 0.0094 0.7% 1.3662
Low 1.3113 1.3207 0.0094 0.7% 1.3223
Close 1.3113 1.3181 0.0068 0.5% 1.3223
Range
ATR 0.0073 0.0074 0.0002 2.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3198 1.3190 1.3181
R3 1.3198 1.3190 1.3181
R2 1.3198 1.3198 1.3181
R1 1.3190 1.3190 1.3181 1.3194
PP 1.3198 1.3198 1.3198 1.3201
S1 1.3190 1.3190 1.3181 1.3194
S2 1.3198 1.3198 1.3181
S3 1.3198 1.3190 1.3181
S4 1.3198 1.3190 1.3181
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 1.3223 1.2997 0.0226 1.7% 0.0000 0.0% 81% False False 1
10 1.3662 1.2997 0.0665 5.0% 0.0000 0.0% 28% 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 1.3207
2.618 1.3207
1.618 1.3207
1.000 1.3207
0.618 1.3207
HIGH 1.3207
0.618 1.3207
0.500 1.3207
0.382 1.3207
LOW 1.3207
0.618 1.3207
1.000 1.3207
1.618 1.3207
2.618 1.3207
4.250 1.3207
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 1.3207 1.3155
PP 1.3198 1.3128
S1 1.3190 1.3102

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

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