CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 1.3880 1.3865 -0.0015 -0.1% 1.3950
High 1.3880 1.3865 -0.0015 -0.1% 1.3950
Low 1.3880 1.3788 -0.0092 -0.7% 1.3705
Close 1.3914 1.3824 -0.0090 -0.6% 1.3798
Range 0.0000 0.0077 0.0077 0.0245
ATR 0.0058 0.0063 0.0005 8.2% 0.0000
Volume 20 3 -17 -85.0% 8
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4057 1.4017 1.3866
R3 1.3980 1.3940 1.3845
R2 1.3903 1.3903 1.3838
R1 1.3863 1.3863 1.3831 1.3845
PP 1.3826 1.3826 1.3826 1.3816
S1 1.3786 1.3786 1.3817 1.3768
S2 1.3749 1.3749 1.3810
S3 1.3672 1.3709 1.3803
S4 1.3595 1.3632 1.3782
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4553 1.4420 1.3933
R3 1.4308 1.4175 1.3865
R2 1.4063 1.4063 1.3843
R1 1.3930 1.3930 1.3820 1.3874
PP 1.3818 1.3818 1.3818 1.3790
S1 1.3685 1.3685 1.3776 1.3629
S2 1.3573 1.3573 1.3753
S3 1.3328 1.3440 1.3731
S4 1.3083 1.3195 1.3663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3880 1.3705 0.0175 1.3% 0.0026 0.2% 68% False False 5
10 1.3950 1.3705 0.0245 1.8% 0.0016 0.1% 49% False False 3
20 1.3950 1.3455 0.0495 3.6% 0.0008 0.1% 75% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.4192
2.618 1.4067
1.618 1.3990
1.000 1.3942
0.618 1.3913
HIGH 1.3865
0.618 1.3836
0.500 1.3827
0.382 1.3817
LOW 1.3788
0.618 1.3740
1.000 1.3711
1.618 1.3663
2.618 1.3586
4.250 1.3461
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 1.3827 1.3834
PP 1.3826 1.3831
S1 1.3825 1.3827

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

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