CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.3546 1.3499 -0.0047 -0.3% 1.3415
High 1.3570 1.3670 0.0100 0.7% 1.3670
Low 1.3546 1.3499 -0.0047 -0.3% 1.3395
Close 1.3561 1.3639 0.0078 0.6% 1.3639
Range 0.0024 0.0171 0.0147 612.5% 0.0275
ATR 0.0076 0.0083 0.0007 8.9% 0.0000
Volume 23 50 27 117.4% 106
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4116 1.4048 1.3733
R3 1.3945 1.3877 1.3686
R2 1.3774 1.3774 1.3670
R1 1.3706 1.3706 1.3655 1.3740
PP 1.3603 1.3603 1.3603 1.3620
S1 1.3535 1.3535 1.3623 1.3569
S2 1.3432 1.3432 1.3608
S3 1.3261 1.3364 1.3592
S4 1.3090 1.3193 1.3545
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4393 1.4291 1.3790
R3 1.4118 1.4016 1.3715
R2 1.3843 1.3843 1.3689
R1 1.3741 1.3741 1.3664 1.3792
PP 1.3568 1.3568 1.3568 1.3594
S1 1.3466 1.3466 1.3614 1.3517
S2 1.3293 1.3293 1.3589
S3 1.3018 1.3191 1.3563
S4 1.2743 1.2916 1.3488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3670 1.3395 0.0275 2.0% 0.0051 0.4% 89% True False 21
10 1.3671 1.3395 0.0276 2.0% 0.0041 0.3% 88% False False 12
20 1.3812 1.3395 0.0417 3.1% 0.0040 0.3% 59% False False 8
40 1.3812 1.2838 0.0974 7.1% 0.0034 0.3% 82% False False 5
60 1.3812 1.2838 0.0974 7.1% 0.0026 0.2% 82% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.4397
2.618 1.4118
1.618 1.3947
1.000 1.3841
0.618 1.3776
HIGH 1.3670
0.618 1.3605
0.500 1.3585
0.382 1.3564
LOW 1.3499
0.618 1.3393
1.000 1.3328
1.618 1.3222
2.618 1.3051
4.250 1.2772
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.3621 1.3616
PP 1.3603 1.3593
S1 1.3585 1.3570

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

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