CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 1.3240 1.3347 0.0107 0.8% 1.3126
High 1.3338 1.3347 0.0009 0.1% 1.3385
Low 1.3240 1.3347 0.0107 0.8% 1.3101
Close 1.3349 1.3286 -0.0063 -0.5% 1.3350
Range 0.0098 0.0000 -0.0098 -100.0% 0.0284
ATR 0.0070 0.0065 -0.0005 -6.9% 0.0000
Volume 1 2 1 100.0% 11
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3327 1.3306 1.3286
R3 1.3327 1.3306 1.3286
R2 1.3327 1.3327 1.3286
R1 1.3306 1.3306 1.3286 1.3317
PP 1.3327 1.3327 1.3327 1.3332
S1 1.3306 1.3306 1.3286 1.3317
S2 1.3327 1.3327 1.3286
S3 1.3327 1.3306 1.3286
S4 1.3327 1.3306 1.3286
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 1.3197 0.0188 1.4% 0.0020 0.1% 47% False False 2
10 1.3385 1.3070 0.0315 2.4% 0.0018 0.1% 69% False False 1
20 1.3465 1.3061 0.0404 3.0% 0.0017 0.1% 56% 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3347
2.618 1.3347
1.618 1.3347
1.000 1.3347
0.618 1.3347
HIGH 1.3347
0.618 1.3347
0.500 1.3347
0.382 1.3347
LOW 1.3347
0.618 1.3347
1.000 1.3347
1.618 1.3347
2.618 1.3347
4.250 1.3347
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 1.3347 1.3313
PP 1.3327 1.3304
S1 1.3306 1.3295

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

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