CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 1.3097 1.3126 0.0029 0.2% 1.3061
High 1.3097 1.3126 0.0029 0.2% 1.3100
Low 1.3097 1.3126 0.0029 0.2% 1.3061
Close 1.3097 1.3126 0.0029 0.2% 1.3097
Range
ATR 0.0061 0.0058 -0.0002 -3.7% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3126 1.3126 1.3126
R3 1.3126 1.3126 1.3126
R2 1.3126 1.3126 1.3126
R1 1.3126 1.3126 1.3126 1.3126
PP 1.3126 1.3126 1.3126 1.3126
S1 1.3126 1.3126 1.3126 1.3126
S2 1.3126 1.3126 1.3126
S3 1.3126 1.3126 1.3126
S4 1.3126 1.3126 1.3126
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3203 1.3189 1.3118
R3 1.3164 1.3150 1.3108
R2 1.3125 1.3125 1.3104
R1 1.3111 1.3111 1.3101 1.3118
PP 1.3086 1.3086 1.3086 1.3090
S1 1.3072 1.3072 1.3093 1.3079
S2 1.3047 1.3047 1.3090
S3 1.3008 1.3033 1.3086
S4 1.2969 1.2994 1.3076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3126 1.3061 0.0065 0.5% 0.0004 0.0% 100% True False 1
10 1.3465 1.3061 0.0404 3.1% 0.0016 0.1% 16% False False 3
20 1.3465 1.2997 0.0468 3.6% 0.0008 0.1% 28% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Fibonacci Retracements and Extensions
4.250 1.3126
2.618 1.3126
1.618 1.3126
1.000 1.3126
0.618 1.3126
HIGH 1.3126
0.618 1.3126
0.500 1.3126
0.382 1.3126
LOW 1.3126
0.618 1.3126
1.000 1.3126
1.618 1.3126
2.618 1.3126
4.250 1.3126
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 1.3126 1.3117
PP 1.3126 1.3107
S1 1.3126 1.3098

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

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