CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1.3471 1.3546 0.0075 0.6% 1.3475
High 1.3480 1.3570 0.0090 0.7% 1.3671
Low 1.3470 1.3546 0.0076 0.6% 1.3475
Close 1.3524 1.3561 0.0037 0.3% 1.3495
Range 0.0010 0.0024 0.0014 140.0% 0.0196
ATR 0.0079 0.0076 -0.0002 -3.0% 0.0000
Volume 20 23 3 15.0% 19
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3631 1.3620 1.3574
R3 1.3607 1.3596 1.3568
R2 1.3583 1.3583 1.3565
R1 1.3572 1.3572 1.3563 1.3578
PP 1.3559 1.3559 1.3559 1.3562
S1 1.3548 1.3548 1.3559 1.3554
S2 1.3535 1.3535 1.3557
S3 1.3511 1.3524 1.3554
S4 1.3487 1.3500 1.3548
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 1.3570 1.3395 0.0175 1.3% 0.0028 0.2% 95% True False 13
10 1.3671 1.3395 0.0276 2.0% 0.0038 0.3% 60% False False 8
20 1.3812 1.3395 0.0417 3.1% 0.0035 0.3% 40% False False 6
40 1.3812 1.2838 0.0974 7.2% 0.0030 0.2% 74% False False 4
60 1.3812 1.2838 0.0974 7.2% 0.0023 0.2% 74% 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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3672
2.618 1.3633
1.618 1.3609
1.000 1.3594
0.618 1.3585
HIGH 1.3570
0.618 1.3561
0.500 1.3558
0.382 1.3555
LOW 1.3546
0.618 1.3531
1.000 1.3522
1.618 1.3507
2.618 1.3483
4.250 1.3444
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.3560 1.3547
PP 1.3559 1.3534
S1 1.3558 1.3520

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

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