CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 1.3415 1.3483 0.0068 0.5% 1.3475
High 1.3435 1.3495 0.0060 0.4% 1.3671
Low 1.3395 1.3483 0.0088 0.7% 1.3475
Close 1.3439 1.3449 0.0010 0.1% 1.3495
Range 0.0040 0.0012 -0.0028 -70.0% 0.0196
ATR 0.0084 0.0082 -0.0002 -2.4% 0.0000
Volume 8 5 -3 -37.5% 19
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3512 1.3492 1.3456
R3 1.3500 1.3480 1.3452
R2 1.3488 1.3488 1.3451
R1 1.3468 1.3468 1.3450 1.3472
PP 1.3476 1.3476 1.3476 1.3478
S1 1.3456 1.3456 1.3448 1.3460
S2 1.3464 1.3464 1.3447
S3 1.3452 1.3444 1.3446
S4 1.3440 1.3432 1.3442
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4135 1.4011 1.3603
R3 1.3939 1.3815 1.3549
R2 1.3743 1.3743 1.3531
R1 1.3619 1.3619 1.3513 1.3681
PP 1.3547 1.3547 1.3547 1.3578
S1 1.3423 1.3423 1.3477 1.3485
S2 1.3351 1.3351 1.3459
S3 1.3155 1.3227 1.3441
S4 1.2959 1.3031 1.3387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3671 1.3395 0.0276 2.1% 0.0042 0.3% 20% False False 5
10 1.3800 1.3395 0.0405 3.0% 0.0038 0.3% 13% False False 5
20 1.3812 1.3395 0.0417 3.1% 0.0034 0.2% 13% False False 4
40 1.3812 1.2838 0.0974 7.2% 0.0030 0.2% 63% False False 3
60 1.3812 1.2838 0.0974 7.2% 0.0022 0.2% 63% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3546
2.618 1.3526
1.618 1.3514
1.000 1.3507
0.618 1.3502
HIGH 1.3495
0.618 1.3490
0.500 1.3489
0.382 1.3488
LOW 1.3483
0.618 1.3476
1.000 1.3471
1.618 1.3464
2.618 1.3452
4.250 1.3432
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.3489 1.3462
PP 1.3476 1.3457
S1 1.3462 1.3453

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

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