CME Euro FX (E) Future December 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 1.3425 0.0010 0.1% 1.3558
High 1.3415 1.3425 0.0010 0.1% 1.3649
Low 1.3415 1.3425 0.0010 0.1% 1.3471
Close 1.3415 1.3425 0.0010 0.1% 1.3471
Range
ATR 0.0058 0.0055 -0.0003 -5.9% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3425 1.3425 1.3425
R3 1.3425 1.3425 1.3425
R2 1.3425 1.3425 1.3425
R1 1.3425 1.3425 1.3425 1.3425
PP 1.3425 1.3425 1.3425 1.3425
S1 1.3425 1.3425 1.3425 1.3425
S2 1.3425 1.3425 1.3425
S3 1.3425 1.3425 1.3425
S4 1.3425 1.3425 1.3425
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4064 1.3946 1.3569
R3 1.3886 1.3768 1.3520
R2 1.3708 1.3708 1.3504
R1 1.3590 1.3590 1.3487 1.3560
PP 1.3530 1.3530 1.3530 1.3516
S1 1.3412 1.3412 1.3455 1.3382
S2 1.3352 1.3352 1.3438
S3 1.3174 1.3234 1.3422
S4 1.2996 1.3056 1.3373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3649 1.3415 0.0234 1.7% 0.0000 0.0% 4% False False 1
10 1.3719 1.3415 0.0304 2.3% 0.0002 0.0% 3% False False 3
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3425
2.618 1.3425
1.618 1.3425
1.000 1.3425
0.618 1.3425
HIGH 1.3425
0.618 1.3425
0.500 1.3425
0.382 1.3425
LOW 1.3425
0.618 1.3425
1.000 1.3425
1.618 1.3425
2.618 1.3425
4.250 1.3425
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.3425 1.3443
PP 1.3425 1.3437
S1 1.3425 1.3431

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

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