CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 1.4008 1.3998 -0.0010 -0.1% 1.4137
High 1.4008 1.3998 -0.0010 -0.1% 1.4137
Low 1.4008 1.3998 -0.0010 -0.1% 1.3990
Close 1.4008 1.3998 -0.0010 -0.1% 1.3983
Range
ATR 0.0069 0.0065 -0.0004 -6.1% 0.0000
Volume 2 2 0 0.0% 103
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3998 1.3998 1.3998
R3 1.3998 1.3998 1.3998
R2 1.3998 1.3998 1.3998
R1 1.3998 1.3998 1.3998 1.3998
PP 1.3998 1.3998 1.3998 1.3998
S1 1.3998 1.3998 1.3998 1.3998
S2 1.3998 1.3998 1.3998
S3 1.3998 1.3998 1.3998
S4 1.3998 1.3998 1.3998
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 1.4096 1.3990 0.0106 0.8% 0.0000 0.0% 8% False False 11
10 1.4137 1.3788 0.0349 2.5% 0.0014 0.1% 60% False False 13
20 1.4137 1.3705 0.0432 3.1% 0.0011 0.1% 68% False False 8
40 1.4137 1.3415 0.0722 5.2% 0.0007 0.1% 81% False False 5
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3998
2.618 1.3998
1.618 1.3998
1.000 1.3998
0.618 1.3998
HIGH 1.3998
0.618 1.3998
0.500 1.3998
0.382 1.3998
LOW 1.3998
0.618 1.3998
1.000 1.3998
1.618 1.3998
2.618 1.3998
4.250 1.3998
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 1.3998 1.3999
PP 1.3998 1.3999
S1 1.3998 1.3998

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

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