CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 1.2890 1.2929 0.0039 0.3% 1.3240
High 1.2890 1.2950 0.0060 0.5% 1.3347
Low 1.2838 1.2929 0.0091 0.7% 1.2950
Close 1.2934 1.2949 0.0015 0.1% 1.2913
Range 0.0052 0.0021 -0.0031 -59.6% 0.0397
ATR 0.0066 0.0063 -0.0003 -4.9% 0.0000
Volume 4 3 -1 -25.0% 11
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3006 1.2998 1.2961
R3 1.2985 1.2977 1.2955
R2 1.2964 1.2964 1.2953
R1 1.2956 1.2956 1.2951 1.2960
PP 1.2943 1.2943 1.2943 1.2945
S1 1.2935 1.2935 1.2947 1.2939
S2 1.2922 1.2922 1.2945
S3 1.2901 1.2914 1.2943
S4 1.2880 1.2893 1.2937
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4261 1.3984 1.3131
R3 1.3864 1.3587 1.3022
R2 1.3467 1.3467 1.2986
R1 1.3190 1.3190 1.2949 1.3130
PP 1.3070 1.3070 1.3070 1.3040
S1 1.2793 1.2793 1.2877 1.2733
S2 1.2673 1.2673 1.2840
S3 1.2276 1.2396 1.2804
S4 1.1879 1.1999 1.2695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3286 1.2838 0.0448 3.5% 0.0027 0.2% 25% False False 3
10 1.3385 1.2838 0.0547 4.2% 0.0023 0.2% 20% False False 2
20 1.3465 1.2838 0.0627 4.8% 0.0024 0.2% 18% False False 2
40 1.3662 1.2838 0.0824 6.4% 0.0012 0.1% 13% False False 2
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3039
2.618 1.3005
1.618 1.2984
1.000 1.2971
0.618 1.2963
HIGH 1.2950
0.618 1.2942
0.500 1.2940
0.382 1.2937
LOW 1.2929
0.618 1.2916
1.000 1.2908
1.618 1.2895
2.618 1.2874
4.250 1.2840
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 1.2946 1.2937
PP 1.2943 1.2925
S1 1.2940 1.2913

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

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