CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.3582 1.3662 0.0080 0.6% 1.3415
High 1.3582 1.3662 0.0080 0.6% 1.3612
Low 1.3582 1.3662 0.0080 0.6% 1.3415
Close 1.3582 1.3662 0.0080 0.6% 1.3612
Range
ATR 0.0052 0.0054 0.0002 3.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3662 1.3662 1.3662
R3 1.3662 1.3662 1.3662
R2 1.3662 1.3662 1.3662
R1 1.3662 1.3662 1.3662 1.3662
PP 1.3662 1.3662 1.3662 1.3662
S1 1.3662 1.3662 1.3662 1.3662
S2 1.3662 1.3662 1.3662
S3 1.3662 1.3662 1.3662
S4 1.3662 1.3662 1.3662
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4137 1.4072 1.3720
R3 1.3940 1.3875 1.3666
R2 1.3743 1.3743 1.3648
R1 1.3678 1.3678 1.3630 1.3711
PP 1.3546 1.3546 1.3546 1.3563
S1 1.3481 1.3481 1.3594 1.3514
S2 1.3349 1.3349 1.3576
S3 1.3152 1.3284 1.3558
S4 1.2955 1.3087 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3662 1.3455 0.0207 1.5% 0.0000 0.0% 100% True False 1
10 1.3662 1.3415 0.0247 1.8% 0.0000 0.0% 100% True False 1
20 1.3750 1.3415 0.0335 2.5% 0.0007 0.1% 74% False False 6
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 1.3662
2.618 1.3662
1.618 1.3662
1.000 1.3662
0.618 1.3662
HIGH 1.3662
0.618 1.3662
0.500 1.3662
0.382 1.3662
LOW 1.3662
0.618 1.3662
1.000 1.3662
1.618 1.3662
2.618 1.3662
4.250 1.3662
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.3662 1.3649
PP 1.3662 1.3635
S1 1.3662 1.3622

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

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