CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 1.3640 1.3681 0.0041 0.3% 1.3236
High 1.3640 1.3681 0.0041 0.3% 1.3575
Low 1.3622 1.3681 0.0059 0.4% 1.3236
Close 1.3637 1.3681 0.0044 0.3% 1.3552
Range 0.0018 0.0000 -0.0018 -100.0% 0.0339
ATR 0.0062 0.0060 -0.0001 -2.0% 0.0000
Volume 3 5 2 66.7% 9
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3681 1.3681 1.3681
R3 1.3681 1.3681 1.3681
R2 1.3681 1.3681 1.3681
R1 1.3681 1.3681 1.3681 1.3681
PP 1.3681 1.3681 1.3681 1.3681
S1 1.3681 1.3681 1.3681 1.3681
S2 1.3681 1.3681 1.3681
S3 1.3681 1.3681 1.3681
S4 1.3681 1.3681 1.3681
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 1.3681 1.3500 0.0181 1.3% 0.0019 0.1% 100% True False 4
10 1.3681 1.3153 0.0528 3.9% 0.0018 0.1% 100% True False 4
20 1.3681 1.2838 0.0843 6.2% 0.0025 0.2% 100% True False 3
40 1.3681 1.2838 0.0843 6.2% 0.0019 0.1% 100% True 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3681
2.618 1.3681
1.618 1.3681
1.000 1.3681
0.618 1.3681
HIGH 1.3681
0.618 1.3681
0.500 1.3681
0.382 1.3681
LOW 1.3681
0.618 1.3681
1.000 1.3681
1.618 1.3681
2.618 1.3681
4.250 1.3681
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 1.3681 1.3671
PP 1.3681 1.3661
S1 1.3681 1.3652

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

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