CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 1.3207 1.3347 0.0140 1.1% 1.3095
High 1.3207 1.3347 0.0140 1.1% 1.3347
Low 1.3207 1.3347 0.0140 1.1% 1.2997
Close 1.3181 1.3347 0.0166 1.3% 1.3347
Range
ATR 0.0074 0.0081 0.0007 8.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3347 1.3347 1.3347
R3 1.3347 1.3347 1.3347
R2 1.3347 1.3347 1.3347
R1 1.3347 1.3347 1.3347 1.3347
PP 1.3347 1.3347 1.3347 1.3347
S1 1.3347 1.3347 1.3347 1.3347
S2 1.3347 1.3347 1.3347
S3 1.3347 1.3347 1.3347
S4 1.3347 1.3347 1.3347
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4280 1.4164 1.3540
R3 1.3930 1.3814 1.3443
R2 1.3580 1.3580 1.3411
R1 1.3464 1.3464 1.3379 1.3522
PP 1.3230 1.3230 1.3230 1.3260
S1 1.3114 1.3114 1.3315 1.3172
S2 1.2880 1.2880 1.3283
S3 1.2530 1.2764 1.3251
S4 1.2180 1.2414 1.3155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3347 1.2997 0.0350 2.6% 0.0000 0.0% 100% True False 1
10 1.3662 1.2997 0.0665 5.0% 0.0000 0.0% 53% 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 1.3347
2.618 1.3347
1.618 1.3347
1.000 1.3347
0.618 1.3347
HIGH 1.3347
0.618 1.3347
0.500 1.3347
0.382 1.3347
LOW 1.3347
0.618 1.3347
1.000 1.3347
1.618 1.3347
2.618 1.3347
4.250 1.3347
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 1.3347 1.3308
PP 1.3347 1.3269
S1 1.3347 1.3230

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

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