CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 1.3800 1.3600 -0.0200 -1.4% 1.3550
High 1.3800 1.3600 -0.0200 -1.4% 1.3681
Low 1.3800 1.3565 -0.0235 -1.7% 1.3549
Close 1.3747 1.3589 -0.0158 -1.1% 1.3567
Range 0.0000 0.0035 0.0035 0.0132
ATR 0.0071 0.0079 0.0008 11.2% 0.0000
Volume 10 5 -5 -50.0% 24
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3690 1.3674 1.3608
R3 1.3655 1.3639 1.3599
R2 1.3620 1.3620 1.3595
R1 1.3604 1.3604 1.3592 1.3595
PP 1.3585 1.3585 1.3585 1.3580
S1 1.3569 1.3569 1.3586 1.3560
S2 1.3550 1.3550 1.3583
S3 1.3515 1.3534 1.3579
S4 1.3480 1.3499 1.3570
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.3995 1.3913 1.3640
R3 1.3863 1.3781 1.3603
R2 1.3731 1.3731 1.3591
R1 1.3649 1.3649 1.3579 1.3690
PP 1.3599 1.3599 1.3599 1.3620
S1 1.3517 1.3517 1.3555 1.3558
S2 1.3467 1.3467 1.3543
S3 1.3335 1.3385 1.3531
S4 1.3203 1.3253 1.3494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3812 1.3549 0.0263 1.9% 0.0047 0.3% 15% False False 5
10 1.3812 1.3500 0.0312 2.3% 0.0033 0.2% 29% False False 4
20 1.3812 1.2838 0.0974 7.2% 0.0032 0.2% 77% False False 4
40 1.3812 1.2838 0.0974 7.2% 0.0025 0.2% 77% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3749
2.618 1.3692
1.618 1.3657
1.000 1.3635
0.618 1.3622
HIGH 1.3600
0.618 1.3587
0.500 1.3583
0.382 1.3578
LOW 1.3565
0.618 1.3543
1.000 1.3530
1.618 1.3508
2.618 1.3473
4.250 1.3416
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 1.3587 1.3689
PP 1.3585 1.3655
S1 1.3583 1.3622

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

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