CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 1.4096 1.3990 -0.0106 -0.8% 1.4137
High 1.4096 1.3990 -0.0106 -0.8% 1.4137
Low 1.4096 1.3990 -0.0106 -0.8% 1.3990
Close 1.4096 1.3983 -0.0113 -0.8% 1.3983
Range
ATR 0.0070 0.0073 0.0003 3.6% 0.0000
Volume 14 14 0 0.0% 103
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3988 1.3985 1.3983
R3 1.3988 1.3985 1.3983
R2 1.3988 1.3988 1.3983
R1 1.3985 1.3985 1.3983 1.3987
PP 1.3988 1.3988 1.3988 1.3988
S1 1.3985 1.3985 1.3983 1.3987
S2 1.3988 1.3988 1.3983
S3 1.3988 1.3985 1.3983
S4 1.3988 1.3985 1.3983
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4478 1.4377 1.4064
R3 1.4331 1.4230 1.4023
R2 1.4184 1.4184 1.4010
R1 1.4083 1.4083 1.3996 1.4060
PP 1.4037 1.4037 1.4037 1.4025
S1 1.3936 1.3936 1.3970 1.3913
S2 1.3890 1.3890 1.3956
S3 1.3743 1.3789 1.3943
S4 1.3596 1.3642 1.3902
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4137 1.3990 0.0147 1.1% 0.0000 0.0% -5% False True 20
10 1.4137 1.3788 0.0349 2.5% 0.0019 0.1% 56% False False 15
20 1.4137 1.3691 0.0446 3.2% 0.0011 0.1% 65% False False 8
40 1.4137 1.3415 0.0722 5.2% 0.0008 0.1% 79% False False 6
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.3990
2.618 1.3990
1.618 1.3990
1.000 1.3990
0.618 1.3990
HIGH 1.3990
0.618 1.3990
0.500 1.3990
0.382 1.3990
LOW 1.3990
0.618 1.3990
1.000 1.3990
1.618 1.3990
2.618 1.3990
4.250 1.3990
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 1.3990 1.4043
PP 1.3988 1.4023
S1 1.3985 1.4003

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

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