CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.3998 1.4030 0.0032 0.2% 1.4137
High 1.3998 1.4030 0.0032 0.2% 1.4137
Low 1.3998 1.4030 0.0032 0.2% 1.3990
Close 1.3998 1.4030 0.0032 0.2% 1.3983
Range
ATR 0.0065 0.0063 -0.0002 -3.6% 0.0000
Volume 2 2 0 0.0% 103
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.4030 1.4030 1.4030
R3 1.4030 1.4030 1.4030
R2 1.4030 1.4030 1.4030
R1 1.4030 1.4030 1.4030 1.4030
PP 1.4030 1.4030 1.4030 1.4030
S1 1.4030 1.4030 1.4030 1.4030
S2 1.4030 1.4030 1.4030
S3 1.4030 1.4030 1.4030
S4 1.4030 1.4030 1.4030
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% 38% False False 6
10 1.4137 1.3925 0.0212 1.5% 0.0007 0.0% 50% False False 13
20 1.4137 1.3705 0.0432 3.1% 0.0011 0.1% 75% False False 8
40 1.4137 1.3415 0.0722 5.1% 0.0006 0.0% 85% 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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4030
2.618 1.4030
1.618 1.4030
1.000 1.4030
0.618 1.4030
HIGH 1.4030
0.618 1.4030
0.500 1.4030
0.382 1.4030
LOW 1.4030
0.618 1.4030
1.000 1.4030
1.618 1.4030
2.618 1.4030
4.250 1.4030
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.4030 1.4025
PP 1.4030 1.4019
S1 1.4030 1.4014

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

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