CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 1.4598 1.4719 0.0121 0.8% 1.4348
High 1.4733 1.4813 0.0080 0.5% 1.4584
Low 1.4571 1.4710 0.0139 1.0% 1.4100
Close 1.4677 1.4756 0.0079 0.5% 1.4512
Range 0.0162 0.0103 -0.0059 -36.4% 0.0484
ATR 0.0127 0.0128 0.0001 0.5% 0.0000
Volume 781 734 -47 -6.0% 2,245
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5069 1.5015 1.4813
R3 1.4966 1.4912 1.4784
R2 1.4863 1.4863 1.4775
R1 1.4809 1.4809 1.4765 1.4836
PP 1.4760 1.4760 1.4760 1.4773
S1 1.4706 1.4706 1.4747 1.4733
S2 1.4657 1.4657 1.4737
S3 1.4554 1.4603 1.4728
S4 1.4451 1.4500 1.4699
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5851 1.5665 1.4778
R3 1.5367 1.5181 1.4645
R2 1.4883 1.4883 1.4601
R1 1.4697 1.4697 1.4556 1.4790
PP 1.4399 1.4399 1.4399 1.4445
S1 1.4213 1.4213 1.4468 1.4306
S2 1.3915 1.3915 1.4423
S3 1.3431 1.3729 1.4379
S4 1.2947 1.3245 1.4246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4813 1.4437 0.0376 2.5% 0.0128 0.9% 85% True False 543
10 1.4813 1.4100 0.0713 4.8% 0.0147 1.0% 92% True False 521
20 1.4813 1.4013 0.0800 5.4% 0.0124 0.8% 93% True False 437
40 1.4813 1.3720 0.1093 7.4% 0.0108 0.7% 95% True False 341
60 1.4813 1.3395 0.1418 9.6% 0.0084 0.6% 96% True False 232
80 1.4813 1.2838 0.1975 13.4% 0.0071 0.5% 97% True False 175
100 1.4813 1.2838 0.1975 13.4% 0.0060 0.4% 97% True False 140
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5251
2.618 1.5083
1.618 1.4980
1.000 1.4916
0.618 1.4877
HIGH 1.4813
0.618 1.4774
0.500 1.4762
0.382 1.4749
LOW 1.4710
0.618 1.4646
1.000 1.4607
1.618 1.4543
2.618 1.4440
4.250 1.4272
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 1.4762 1.4712
PP 1.4760 1.4669
S1 1.4758 1.4625

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

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