CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 1.3196 1.3200 0.0004 0.0% 1.3288
High 1.3196 1.3200 0.0004 0.0% 1.3288
Low 1.3196 1.3200 0.0004 0.0% 1.3185
Close 1.3196 1.3196 0.0000 0.0% 1.3203
Range
ATR 0.0073 0.0068 -0.0005 -6.8% 0.0000
Volume 7 7 0 0.0% 5
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3199 1.3197 1.3196
R3 1.3199 1.3197 1.3196
R2 1.3199 1.3199 1.3196
R1 1.3197 1.3197 1.3196 1.3198
PP 1.3199 1.3199 1.3199 1.3199
S1 1.3197 1.3197 1.3196 1.3198
S2 1.3199 1.3199 1.3196
S3 1.3199 1.3197 1.3196
S4 1.3199 1.3197 1.3196
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 1.3465 1.3185 0.0280 2.1% 0.0019 0.1% 4% False False 3
10 1.3465 1.3185 0.0280 2.1% 0.0010 0.1% 4% False False 2
20 1.3662 1.2997 0.0665 5.0% 0.0005 0.0% 30% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.3200
2.618 1.3200
1.618 1.3200
1.000 1.3200
0.618 1.3200
HIGH 1.3200
0.618 1.3200
0.500 1.3200
0.382 1.3200
LOW 1.3200
0.618 1.3200
1.000 1.3200
1.618 1.3200
2.618 1.3200
4.250 1.3200
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 1.3200 1.3331
PP 1.3199 1.3286
S1 1.3197 1.3241

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

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