CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 1.4115 1.4040 -0.0075 -0.5% 1.3829
High 1.4115 1.4040 -0.0075 -0.5% 1.4114
Low 1.4115 1.4039 -0.0076 -0.5% 1.3788
Close 1.4115 1.4035 -0.0080 -0.6% 1.4070
Range 0.0000 0.0001 0.0001 0.0326
ATR 0.0070 0.0071 0.0000 0.6% 0.0000
Volume 25 25 0 0.0% 49
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4041 1.4039 1.4036
R3 1.4040 1.4038 1.4035
R2 1.4039 1.4039 1.4035
R1 1.4037 1.4037 1.4035 1.4038
PP 1.4038 1.4038 1.4038 1.4038
S1 1.4036 1.4036 1.4035 1.4037
S2 1.4037 1.4037 1.4035
S3 1.4036 1.4035 1.4035
S4 1.4035 1.4034 1.4034
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4969 1.4845 1.4249
R3 1.4643 1.4519 1.4160
R2 1.4317 1.4317 1.4130
R1 1.4193 1.4193 1.4100 1.4255
PP 1.3991 1.3991 1.3991 1.4022
S1 1.3867 1.3867 1.4040 1.3929
S2 1.3665 1.3665 1.4010
S3 1.3339 1.3541 1.3980
S4 1.3013 1.3215 1.3891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4137 1.3925 0.0212 1.5% 0.0013 0.1% 52% False False 19
10 1.4137 1.3705 0.0432 3.1% 0.0019 0.1% 76% False False 12
20 1.4137 1.3663 0.0474 3.4% 0.0011 0.1% 78% False False 7
40 1.4137 1.3415 0.0722 5.1% 0.0009 0.1% 86% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4044
2.618 1.4043
1.618 1.4042
1.000 1.4041
0.618 1.4041
HIGH 1.4040
0.618 1.4040
0.500 1.4040
0.382 1.4039
LOW 1.4039
0.618 1.4038
1.000 1.4038
1.618 1.4037
2.618 1.4036
4.250 1.4035
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 1.4040 1.4088
PP 1.4038 1.4070
S1 1.4037 1.4053

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

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