CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 1.3185 1.3240 0.0055 0.4% 1.3288
High 1.3185 1.3240 0.0055 0.4% 1.3288
Low 1.3185 1.3240 0.0055 0.4% 1.3185
Close 1.3203 1.3375 0.0172 1.3% 1.3203
Range
ATR 0.0066 0.0063 -0.0002 -3.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3285 1.3330 1.3375
R3 1.3285 1.3330 1.3375
R2 1.3285 1.3285 1.3375
R1 1.3330 1.3330 1.3375 1.3308
PP 1.3285 1.3285 1.3285 1.3274
S1 1.3330 1.3330 1.3375 1.3308
S2 1.3285 1.3285 1.3375
S3 1.3285 1.3330 1.3375
S4 1.3285 1.3330 1.3375
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3534 1.3472 1.3260
R3 1.3431 1.3369 1.3231
R2 1.3328 1.3328 1.3222
R1 1.3266 1.3266 1.3212 1.3246
PP 1.3225 1.3225 1.3225 1.3215
S1 1.3163 1.3163 1.3194 1.3143
S2 1.3122 1.3122 1.3184
S3 1.3019 1.3060 1.3175
S4 1.2916 1.2957 1.3146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3257 1.3185 0.0072 0.5% 0.0000 0.0% 264% False False 1
10 1.3347 1.2997 0.0350 2.6% 0.0000 0.0% 108% False False 1
20 1.3662 1.2997 0.0665 5.0% 0.0000 0.0% 57% 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 1.3240
2.618 1.3240
1.618 1.3240
1.000 1.3240
0.618 1.3240
HIGH 1.3240
0.618 1.3240
0.500 1.3240
0.382 1.3240
LOW 1.3240
0.618 1.3240
1.000 1.3240
1.618 1.3240
2.618 1.3240
4.250 1.3240
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 1.3330 1.3321
PP 1.3285 1.3267
S1 1.3240 1.3213

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

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