CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 1.3269 1.3385 0.0116 0.9% 1.3126
High 1.3269 1.3385 0.0116 0.9% 1.3385
Low 1.3269 1.3385 0.0116 0.9% 1.3101
Close 1.3269 1.3350 0.0081 0.6% 1.3350
Range
ATR 0.0063 0.0067 0.0004 5.9% 0.0000
Volume 3 3 0 0.0% 11
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.3373 1.3362 1.3350
R3 1.3373 1.3362 1.3350
R2 1.3373 1.3373 1.3350
R1 1.3362 1.3362 1.3350 1.3368
PP 1.3373 1.3373 1.3373 1.3376
S1 1.3362 1.3362 1.3350 1.3368
S2 1.3373 1.3373 1.3350
S3 1.3373 1.3362 1.3350
S4 1.3373 1.3362 1.3350
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.4131 1.4024 1.3506
R3 1.3847 1.3740 1.3428
R2 1.3563 1.3563 1.3402
R1 1.3456 1.3456 1.3376 1.3510
PP 1.3279 1.3279 1.3279 1.3305
S1 1.3172 1.3172 1.3324 1.3226
S2 1.2995 1.2995 1.3298
S3 1.2711 1.2888 1.3272
S4 1.2427 1.2604 1.3194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3385 1.3101 0.0284 2.1% 0.0017 0.1% 88% True False 2
10 1.3385 1.3061 0.0324 2.4% 0.0015 0.1% 89% True False 2
20 1.3465 1.3061 0.0404 3.0% 0.0012 0.1% 72% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3385
2.618 1.3385
1.618 1.3385
1.000 1.3385
0.618 1.3385
HIGH 1.3385
0.618 1.3385
0.500 1.3385
0.382 1.3385
LOW 1.3385
0.618 1.3385
1.000 1.3385
1.618 1.3385
2.618 1.3385
4.250 1.3385
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.3385 1.3330
PP 1.3373 1.3311
S1 1.3362 1.3291

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

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