CME Euro FX (E) Future December 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 1.4105 1.4140 0.0035 0.2% 1.4008
High 1.4105 1.4140 0.0035 0.2% 1.4140
Low 1.4105 1.4140 0.0035 0.2% 1.3998
Close 1.4106 1.4140 0.0034 0.2% 1.4140
Range
ATR 0.0064 0.0061 -0.0002 -3.3% 0.0000
Volume 2 1 -1 -50.0% 9
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4140 1.4140 1.4140
R3 1.4140 1.4140 1.4140
R2 1.4140 1.4140 1.4140
R1 1.4140 1.4140 1.4140 1.4140
PP 1.4140 1.4140 1.4140 1.4140
S1 1.4140 1.4140 1.4140 1.4140
S2 1.4140 1.4140 1.4140
S3 1.4140 1.4140 1.4140
S4 1.4140 1.4140 1.4140
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.4519 1.4471 1.4218
R3 1.4377 1.4329 1.4179
R2 1.4235 1.4235 1.4166
R1 1.4187 1.4187 1.4153 1.4211
PP 1.4093 1.4093 1.4093 1.4105
S1 1.4045 1.4045 1.4127 1.4069
S2 1.3951 1.3951 1.4114
S3 1.3809 1.3903 1.4101
S4 1.3667 1.3761 1.4062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4140 1.3998 0.0142 1.0% 0.0000 0.0% 100% True False 1
10 1.4140 1.3990 0.0150 1.1% 0.0000 0.0% 100% True False 11
20 1.4140 1.3705 0.0435 3.1% 0.0011 0.1% 100% True False 8
40 1.4140 1.3415 0.0725 5.1% 0.0006 0.0% 100% True 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.4140
2.618 1.4140
1.618 1.4140
1.000 1.4140
0.618 1.4140
HIGH 1.4140
0.618 1.4140
0.500 1.4140
0.382 1.4140
LOW 1.4140
0.618 1.4140
1.000 1.4140
1.618 1.4140
2.618 1.4140
4.250 1.4140
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 1.4140 1.4122
PP 1.4140 1.4103
S1 1.4140 1.4085

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

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