CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.3842 1.3810 -0.0032 -0.2% 1.3755
High 1.3842 1.3810 -0.0032 -0.2% 1.3890
Low 1.3810 1.3810 0.0000 0.0% 1.3691
Close 1.3807 1.3810 0.0003 0.0% 1.3890
Range 0.0032 0.0000 -0.0032 -100.0% 0.0199
ATR 0.0058 0.0054 -0.0004 -6.8% 0.0000
Volume 1 2 1 100.0% 7
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3810 1.3810 1.3810
R3 1.3810 1.3810 1.3810
R2 1.3810 1.3810 1.3810
R1 1.3810 1.3810 1.3810 1.3810
PP 1.3810 1.3810 1.3810 1.3810
S1 1.3810 1.3810 1.3810 1.3810
S2 1.3810 1.3810 1.3810
S3 1.3810 1.3810 1.3810
S4 1.3810 1.3810 1.3810
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4421 1.4354 1.3999
R3 1.4222 1.4155 1.3945
R2 1.4023 1.4023 1.3926
R1 1.3956 1.3956 1.3908 1.3990
PP 1.3824 1.3824 1.3824 1.3840
S1 1.3757 1.3757 1.3872 1.3791
S2 1.3625 1.3625 1.3854
S3 1.3426 1.3558 1.3835
S4 1.3227 1.3359 1.3781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3810 0.0140 1.0% 0.0006 0.0% 0% False True 1
10 1.3950 1.3663 0.0287 2.1% 0.0003 0.0% 51% False False 1
20 1.3950 1.3415 0.0535 3.9% 0.0002 0.0% 74% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3810
2.618 1.3810
1.618 1.3810
1.000 1.3810
0.618 1.3810
HIGH 1.3810
0.618 1.3810
0.500 1.3810
0.382 1.3810
LOW 1.3810
0.618 1.3810
1.000 1.3810
1.618 1.3810
2.618 1.3810
4.250 1.3810
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.3810 1.3880
PP 1.3810 1.3857
S1 1.3810 1.3833

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

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