CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 1.3070 1.3097 0.0027 0.2% 1.3240
High 1.3070 1.3097 0.0027 0.2% 1.3465
Low 1.3070 1.3097 0.0027 0.2% 1.3196
Close 1.3067 1.3097 0.0030 0.2% 1.3156
Range
ATR 0.0063 0.0061 -0.0002 -3.7% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3097 1.3097 1.3097
R3 1.3097 1.3097 1.3097
R2 1.3097 1.3097 1.3097
R1 1.3097 1.3097 1.3097 1.3097
PP 1.3097 1.3097 1.3097 1.3097
S1 1.3097 1.3097 1.3097 1.3097
S2 1.3097 1.3097 1.3097
S3 1.3097 1.3097 1.3097
S4 1.3097 1.3097 1.3097
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% 15% False False 2
10 1.3465 1.3061 0.0404 3.1% 0.0016 0.1% 9% False False 3
20 1.3465 1.2997 0.0468 3.6% 0.0008 0.1% 21% False False 2
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.3097
2.618 1.3097
1.618 1.3097
1.000 1.3097
0.618 1.3097
HIGH 1.3097
0.618 1.3097
0.500 1.3097
0.382 1.3097
LOW 1.3097
0.618 1.3097
1.000 1.3097
1.618 1.3097
2.618 1.3097
4.250 1.3097
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 1.3097 1.3093
PP 1.3097 1.3089
S1 1.3097 1.3085

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

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