CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 1.3650 1.3600 -0.0050 -0.4% 1.3650
High 1.3671 1.3610 -0.0061 -0.4% 1.3812
Low 1.3650 1.3528 -0.0122 -0.9% 1.3489
Close 1.3676 1.3545 -0.0131 -1.0% 1.3539
Range 0.0021 0.0082 0.0061 290.5% 0.0323
ATR 0.0079 0.0084 0.0005 6.2% 0.0000
Volume 1 4 3 300.0% 25
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3807 1.3758 1.3590
R3 1.3725 1.3676 1.3568
R2 1.3643 1.3643 1.3560
R1 1.3594 1.3594 1.3553 1.3578
PP 1.3561 1.3561 1.3561 1.3553
S1 1.3512 1.3512 1.3537 1.3496
S2 1.3479 1.3479 1.3530
S3 1.3397 1.3430 1.3522
S4 1.3315 1.3348 1.3500
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4582 1.4384 1.3717
R3 1.4259 1.4061 1.3628
R2 1.3936 1.3936 1.3598
R1 1.3738 1.3738 1.3569 1.3676
PP 1.3613 1.3613 1.3613 1.3582
S1 1.3415 1.3415 1.3509 1.3353
S2 1.3290 1.3290 1.3480
S3 1.2967 1.3092 1.3450
S4 1.2644 1.2769 1.3361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3671 1.3475 0.0196 1.4% 0.0048 0.4% 36% False False 2
10 1.3812 1.3475 0.0337 2.5% 0.0047 0.3% 21% False False 3
20 1.3812 1.3153 0.0659 4.9% 0.0032 0.2% 59% False False 4
40 1.3812 1.2838 0.0974 7.2% 0.0028 0.2% 73% False False 3
60 1.3812 1.2838 0.0974 7.2% 0.0020 0.2% 73% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3959
2.618 1.3825
1.618 1.3743
1.000 1.3692
0.618 1.3661
HIGH 1.3610
0.618 1.3579
0.500 1.3569
0.382 1.3559
LOW 1.3528
0.618 1.3477
1.000 1.3446
1.618 1.3395
2.618 1.3313
4.250 1.3180
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 1.3569 1.3600
PP 1.3561 1.3581
S1 1.3553 1.3563

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

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