CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 1.3550 1.3626 0.0076 0.6% 1.3236
High 1.3550 1.3626 0.0076 0.6% 1.3575
Low 1.3550 1.3626 0.0076 0.6% 1.3236
Close 1.3594 1.3626 0.0032 0.2% 1.3552
Range
ATR 0.0067 0.0065 -0.0003 -3.8% 0.0000
Volume 8 3 -5 -62.5% 9
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3626 1.3626 1.3626
R3 1.3626 1.3626 1.3626
R2 1.3626 1.3626 1.3626
R1 1.3626 1.3626 1.3626 1.3626
PP 1.3626 1.3626 1.3626 1.3626
S1 1.3626 1.3626 1.3626 1.3626
S2 1.3626 1.3626 1.3626
S3 1.3626 1.3626 1.3626
S4 1.3626 1.3626 1.3626
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.4471 1.4351 1.3738
R3 1.4132 1.4012 1.3645
R2 1.3793 1.3793 1.3614
R1 1.3673 1.3673 1.3583 1.3733
PP 1.3454 1.3454 1.3454 1.3485
S1 1.3334 1.3334 1.3521 1.3394
S2 1.3115 1.3115 1.3490
S3 1.2776 1.2995 1.3459
S4 1.2437 1.2656 1.3366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3626 1.3423 0.0203 1.5% 0.0015 0.1% 100% True False 3
10 1.3626 1.2929 0.0697 5.1% 0.0028 0.2% 100% True False 4
20 1.3626 1.2838 0.0788 5.8% 0.0029 0.2% 100% True False 3
40 1.3626 1.2838 0.0788 5.8% 0.0018 0.1% 100% True 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3626
2.618 1.3626
1.618 1.3626
1.000 1.3626
0.618 1.3626
HIGH 1.3626
0.618 1.3626
0.500 1.3626
0.382 1.3626
LOW 1.3626
0.618 1.3626
1.000 1.3626
1.618 1.3626
2.618 1.3626
4.250 1.3626
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 1.3626 1.3605
PP 1.3626 1.3584
S1 1.3626 1.3563

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

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