CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 1.3663 1.3755 0.0092 0.7% 1.3582
High 1.3663 1.3755 0.0092 0.7% 1.3710
Low 1.3663 1.3755 0.0092 0.7% 1.3582
Close 1.3663 1.3721 0.0058 0.4% 1.3663
Range
ATR 0.0054 0.0057 0.0003 5.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.3744 1.3732 1.3721
R3 1.3744 1.3732 1.3721
R2 1.3744 1.3744 1.3721
R1 1.3732 1.3732 1.3721 1.3738
PP 1.3744 1.3744 1.3744 1.3747
S1 1.3732 1.3732 1.3721 1.3738
S2 1.3744 1.3744 1.3721
S3 1.3744 1.3732 1.3721
S4 1.3744 1.3732 1.3721
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.4036 1.3977 1.3733
R3 1.3908 1.3849 1.3698
R2 1.3780 1.3780 1.3686
R1 1.3721 1.3721 1.3675 1.3751
PP 1.3652 1.3652 1.3652 1.3666
S1 1.3593 1.3593 1.3651 1.3623
S2 1.3524 1.3524 1.3640
S3 1.3396 1.3465 1.3628
S4 1.3268 1.3337 1.3593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3755 1.3582 0.0173 1.3% 0.0000 0.0% 80% True False 1
10 1.3755 1.3415 0.0340 2.5% 0.0000 0.0% 90% True False 1
20 1.3755 1.3415 0.0340 2.5% 0.0003 0.0% 90% True False 4
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 1.3755
2.618 1.3755
1.618 1.3755
1.000 1.3755
0.618 1.3755
HIGH 1.3755
0.618 1.3755
0.500 1.3755
0.382 1.3755
LOW 1.3755
0.618 1.3755
1.000 1.3755
1.618 1.3755
2.618 1.3755
4.250 1.3755
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 1.3755 1.3717
PP 1.3744 1.3713
S1 1.3732 1.3709

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

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