CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 1.3423 1.3434 0.0011 0.1% 1.2890
High 1.3423 1.3434 0.0011 0.1% 1.3323
Low 1.3423 1.3434 0.0011 0.1% 1.2838
Close 1.3423 1.3434 0.0011 0.1% 1.3323
Range
ATR 0.0072 0.0067 -0.0004 -6.0% 0.0000
Volume 2 2 0 0.0% 26
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3434 1.3434 1.3434
R3 1.3434 1.3434 1.3434
R2 1.3434 1.3434 1.3434
R1 1.3434 1.3434 1.3434 1.3434
PP 1.3434 1.3434 1.3434 1.3434
S1 1.3434 1.3434 1.3434 1.3434
S2 1.3434 1.3434 1.3434
S3 1.3434 1.3434 1.3434
S4 1.3434 1.3434 1.3434
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4616 1.4455 1.3590
R3 1.4131 1.3970 1.3456
R2 1.3646 1.3646 1.3412
R1 1.3485 1.3485 1.3367 1.3566
PP 1.3161 1.3161 1.3161 1.3202
S1 1.3000 1.3000 1.3279 1.3081
S2 1.2676 1.2676 1.3234
S3 1.2191 1.2515 1.3190
S4 1.1706 1.2030 1.3056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3434 1.3153 0.0281 2.1% 0.0017 0.1% 100% True False 4
10 1.3434 1.2838 0.0596 4.4% 0.0032 0.2% 100% True False 4
20 1.3434 1.2838 0.0596 4.4% 0.0025 0.2% 100% True False 2
40 1.3525 1.2838 0.0687 5.1% 0.0016 0.1% 87% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3434
2.618 1.3434
1.618 1.3434
1.000 1.3434
0.618 1.3434
HIGH 1.3434
0.618 1.3434
0.500 1.3434
0.382 1.3434
LOW 1.3434
0.618 1.3434
1.000 1.3434
1.618 1.3434
2.618 1.3434
4.250 1.3434
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 1.3434 1.3401
PP 1.3434 1.3368
S1 1.3434 1.3335

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

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