CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 1.3662 1.3710 0.0048 0.4% 1.3415
High 1.3662 1.3710 0.0048 0.4% 1.3612
Low 1.3662 1.3710 0.0048 0.4% 1.3415
Close 1.3662 1.3725 0.0063 0.5% 1.3612
Range
ATR 0.0054 0.0053 0.0000 -0.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3715 1.3720 1.3725
R3 1.3715 1.3720 1.3725
R2 1.3715 1.3715 1.3725
R1 1.3720 1.3720 1.3725 1.3718
PP 1.3715 1.3715 1.3715 1.3714
S1 1.3720 1.3720 1.3725 1.3718
S2 1.3715 1.3715 1.3725
S3 1.3715 1.3720 1.3725
S4 1.3715 1.3720 1.3725
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 1.3710 1.3536 0.0174 1.3% 0.0000 0.0% 109% True False 1
10 1.3710 1.3415 0.0295 2.1% 0.0000 0.0% 105% True False 1
20 1.3750 1.3415 0.0335 2.4% 0.0007 0.1% 93% False False 5
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 1.3710
2.618 1.3710
1.618 1.3710
1.000 1.3710
0.618 1.3710
HIGH 1.3710
0.618 1.3710
0.500 1.3710
0.382 1.3710
LOW 1.3710
0.618 1.3710
1.000 1.3710
1.618 1.3710
2.618 1.3710
4.250 1.3710
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.3720 1.3699
PP 1.3715 1.3672
S1 1.3710 1.3646

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

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