CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.3990 1.4008 0.0018 0.1% 1.4137
High 1.3990 1.4008 0.0018 0.1% 1.4137
Low 1.3990 1.4008 0.0018 0.1% 1.3990
Close 1.3983 1.4008 0.0025 0.2% 1.3983
Range
ATR 0.0073 0.0069 -0.0003 -4.7% 0.0000
Volume 14 2 -12 -85.7% 103
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4008 1.4008 1.4008
R3 1.4008 1.4008 1.4008
R2 1.4008 1.4008 1.4008
R1 1.4008 1.4008 1.4008 1.4008
PP 1.4008 1.4008 1.4008 1.4008
S1 1.4008 1.4008 1.4008 1.4008
S2 1.4008 1.4008 1.4008
S3 1.4008 1.4008 1.4008
S4 1.4008 1.4008 1.4008
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 1.4115 1.3990 0.0125 0.9% 0.0000 0.0% 14% False False 16
10 1.4137 1.3788 0.0349 2.5% 0.0014 0.1% 63% False False 15
20 1.4137 1.3691 0.0446 3.2% 0.0011 0.1% 71% False False 8
40 1.4137 1.3415 0.0722 5.2% 0.0007 0.1% 82% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4008
2.618 1.4008
1.618 1.4008
1.000 1.4008
0.618 1.4008
HIGH 1.4008
0.618 1.4008
0.500 1.4008
0.382 1.4008
LOW 1.4008
0.618 1.4008
1.000 1.4008
1.618 1.4008
2.618 1.4008
4.250 1.4008
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.4008 1.4043
PP 1.4008 1.4031
S1 1.4008 1.4020

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

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