CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 1.3061 1.3100 0.0039 0.3% 1.3240
High 1.3083 1.3100 0.0017 0.1% 1.3465
Low 1.3061 1.3100 0.0039 0.3% 1.3196
Close 1.3096 1.3068 -0.0028 -0.2% 1.3156
Range 0.0022 0.0000 -0.0022 -100.0% 0.0269
ATR 0.0073 0.0068 -0.0005 -6.7% 0.0000
Volume 2 2 0 0.0% 23
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3089 1.3079 1.3068
R3 1.3089 1.3079 1.3068
R2 1.3089 1.3089 1.3068
R1 1.3079 1.3079 1.3068 1.3084
PP 1.3089 1.3089 1.3089 1.3092
S1 1.3079 1.3079 1.3068 1.3084
S2 1.3089 1.3089 1.3068
S3 1.3089 1.3079 1.3068
S4 1.3089 1.3079 1.3068
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4079 1.3887 1.3304
R3 1.3810 1.3618 1.3230
R2 1.3541 1.3541 1.3205
R1 1.3349 1.3349 1.3181 1.3311
PP 1.3272 1.3272 1.3272 1.3253
S1 1.3080 1.3080 1.3131 1.3042
S2 1.3003 1.3003 1.3107
S3 1.2734 1.2811 1.3082
S4 1.2465 1.2542 1.3008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3300 1.3061 0.0239 1.8% 0.0012 0.1% 3% False False 5
10 1.3465 1.3061 0.0404 3.1% 0.0016 0.1% 2% False False 3
20 1.3525 1.2997 0.0528 4.0% 0.0008 0.1% 13% False False 2
Crabel Price Patterns
NR True
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 True
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3100
2.618 1.3100
1.618 1.3100
1.000 1.3100
0.618 1.3100
HIGH 1.3100
0.618 1.3100
0.500 1.3100
0.382 1.3100
LOW 1.3100
0.618 1.3100
1.000 1.3100
1.618 1.3100
2.618 1.3100
4.250 1.3100
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 1.3100 1.3181
PP 1.3089 1.3143
S1 1.3079 1.3106

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

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